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Titlebook: Linear Prediction Theory; A Mathematical Basis Peter Strobach Book 1990 Springer-Verlag Berlin Heidelberg 1990 Signal.Signal Processing.alg

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書目名稱Linear Prediction Theory
副標(biāo)題A Mathematical Basis
編輯Peter Strobach
視頻videohttp://file.papertrans.cn/587/586380/586380.mp4
叢書名稱Springer Series in Information Sciences
圖書封面Titlebook: Linear Prediction Theory; A Mathematical Basis Peter Strobach Book 1990 Springer-Verlag Berlin Heidelberg 1990 Signal.Signal Processing.alg
描述Lnear prediction theory and the related algorithms have matured to the point where they now form an integral part of many real-world adaptive systems. When it is necessary to extract information from a random process, we are frequently faced with the problem of analyzing and solving special systems of linear equations. In the general case these systems are overdetermined and may be characterized by additional properties, such as update and shift-invariance properties. Usually, one employs exact or approximate least-squares methods to solve the resulting class of linear equations. Mainly during the last decade, researchers in various fields have contributed techniques and nomenclature for this type of least-squares problem. This body of methods now constitutes what we call the theory of linear prediction. The immense interest that it has aroused clearly emerges from recent advances in processor technology, which provide the means to implement linear prediction algorithms, and to operate them in real time. The practical effect is the occurrence of a new class of high-performance adaptive systems for control, communications and system identification applications. This monograph presum
出版日期Book 1990
關(guān)鍵詞Signal; Signal Processing; algorithm; algorithms; communication; computer science; control systems; geophys
版次1
doihttps://doi.org/10.1007/978-3-642-75206-3
isbn_softcover978-3-642-75208-7
isbn_ebook978-3-642-75206-3Series ISSN 0720-678X
issn_series 0720-678X
copyrightSpringer-Verlag Berlin Heidelberg 1990
The information of publication is updating

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Linear Prediction Theory978-3-642-75206-3Series ISSN 0720-678X
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Springer Series in Information Scienceshttp://image.papertrans.cn/l/image/586380.jpg
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https://doi.org/10.1007/978-3-642-75206-3Signal; Signal Processing; algorithm; algorithms; communication; computer science; control systems; geophys
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Classical Algorithms for Symmetric Linear Systems, several other useful techniques for matrix computations which will be required throughout this book. The techniques presented here have also a wide range of applications in the field of numerical analysis [3.1–4].
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The Linear Prediction Model,n ensemble of L independent measurements x.(t), x.(t),…, x.(t) at time step t.can be predicted by a . of previous measurements available in the data vectors .(t?1), .(t?2),…, .(t?p), where.and p denotes the .. Introducing the associated . a.(t), a.(t), …, a.(t), one can write the linear combination
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Recursive Least-Squares Transversal Algorithms, schemes for solving the Normal Equations in the recursive case based on the Givens reduction. This chapter is devoted to the recursive least-squares (RLS) algorithms based on a . predictor structure. Contrary to the order in this book, recursive solutions of the Normal Equations were first investig
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