文档介绍：The Theory of Linear Prediction
Copyright © 2008 by Morgan & Claypool
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The Theory of Linear Prediction
P. P. Vaidyanathan
ISBN: 1598295756 paperback
ISBN: 9781598295757 paperback
ISBN: 1598295764 ebook
ISBN: 9781598295764 ebook
DOI:
A Publication in the Morgan & Claypool Publishers series
SYNTHESIS LECTURES ON SIGNAL PROCESSING # 3
Lecture #3
Series Editor: José Moura, Carnegie Mellon University
Series ISSN
ISSN 1932-1236 print
ISSN 1932-1694 electronic
The Theory of Linear Prediction
P. P. Vaidyanathan
California Institute of Technology
SYNTHESIS LECTURES ON SIGNAL PROCESSING #3
M
&C Morgan & Claypool Publishers
To Usha, Vikram, and Sagar and my parents.
vi
ABSTRACT
Linear prediction theory has had a profound impact in the field of digital signal processing.
Although the theory dates back to the early 1940s, its influence can still be seen in applications
today. The theory is based on very elegant mathematics and leads to many beautiful insights into
statistical signal processing. Although prediction is only a part of the more general topics of linear
estimation, filtering, and smoothing, this book focuses on linear prediction. This has enabled
detailed discussion of a number of issues that are normally not found in texts. For example, the
theory of vector linear prediction is explained in considerable detail and so is the theory of line
spectral processes. This focus and its small size make the book different from many excellent texts
which cover the topic, including a few that are actually dedicated to linear prediction. There are
several examples puter-based demonstrations