作者:
PAPOULIs, APolytechnic Inst of New York
Dep of Electrical Engineering & Computer Science Farmingdale NY Polytechnic Inst of New York Dep of Electrical Engineering & Computer Science Farmingdale NY
levinson’s algorithm is developed in the context of mean-square estimation and is applied to a variety of topics related to Wiener filtering and spectral estimation. The study includes the innovations approach to pre...
详细信息
levinson’s algorithm is developed in the context of mean-square estimation and is applied to a variety of topics related to Wiener filtering and spectral estimation. The study includes the innovations approach to prediction theory, Wold’s decomposition, lattice filters, autoregressive processes, the method of maximum entropy, and the general class of extrapolating spectra.
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