Further Results on the Circular Levinson Algorithm
Summary :
This paper presents further results on the circular Levinson algorithm for multichannel linear prediction consisting only of scalar operations. The first result is an explicit inversion formula of the covariance matrix. This is a generalization of Trench and Gohberg-Semencul formula. An application to time series modeling is also mentioned. The second one is a simple modification in the algorithm to treat the case where the covariance matrix becomes singular. An example is given how the modified algorithm works.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E74-A No.12 pp.3962-3967
- Publication Date
- 1991/12/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Digital Signal Processing
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Hideaki SAKAI, "Further Results on the Circular Levinson Algorithm" in IEICE TRANSACTIONS on Fundamentals,
vol. E74-A, no. 12, pp. 3962-3967, December 1991, doi: .
Abstract: This paper presents further results on the circular Levinson algorithm for multichannel linear prediction consisting only of scalar operations. The first result is an explicit inversion formula of the covariance matrix. This is a generalization of Trench and Gohberg-Semencul formula. An application to time series modeling is also mentioned. The second one is a simple modification in the algorithm to treat the case where the covariance matrix becomes singular. An example is given how the modified algorithm works.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e74-a_12_3962/_p
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@ARTICLE{e74-a_12_3962,
author={Hideaki SAKAI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Further Results on the Circular Levinson Algorithm},
year={1991},
volume={E74-A},
number={12},
pages={3962-3967},
abstract={This paper presents further results on the circular Levinson algorithm for multichannel linear prediction consisting only of scalar operations. The first result is an explicit inversion formula of the covariance matrix. This is a generalization of Trench and Gohberg-Semencul formula. An application to time series modeling is also mentioned. The second one is a simple modification in the algorithm to treat the case where the covariance matrix becomes singular. An example is given how the modified algorithm works.},
keywords={},
doi={},
ISSN={},
month={December},}
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TY - JOUR
TI - Further Results on the Circular Levinson Algorithm
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 3962
EP - 3967
AU - Hideaki SAKAI
PY - 1991
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E74-A
IS - 12
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - December 1991
AB - This paper presents further results on the circular Levinson algorithm for multichannel linear prediction consisting only of scalar operations. The first result is an explicit inversion formula of the covariance matrix. This is a generalization of Trench and Gohberg-Semencul formula. An application to time series modeling is also mentioned. The second one is a simple modification in the algorithm to treat the case where the covariance matrix becomes singular. An example is given how the modified algorithm works.
ER -
English
