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The theory of linear prediction

Vaidyanathan, P. P. (2008) The theory of linear prediction. Synthesis Lectures on Signal Processing. No.3. Morgan & Claypool . ISBN 9781598295764 http://resolver.caltech.edu/CaltechBOOK:2008.004

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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 and computer-based demonstrations of the theory. Applications are mentioned wherever appropriate, but the focus is not on the detailed development of these applications. The writing style is meant to be suitable for self-study as well as for classroom use at the senior and first-year graduate levels. The text is self-contained for readers with introductory exposure to signal processing, random processes, and the theory of matrices, and a historical perspective and detailed outline are given in the first chapter.


Item Type:Book
Additional Information:Copyright © 2008 by Morgan & Claypool. DOI: 10.2200/S00086ED1V01Y200712SPR03 Series Editor: José Moura, Carnegie Mellon University The pleasant academic environment provided by the California Institute of Technology and the generous support from the National Science Foundation and the Office of Naval Research have been crucial in developing some of the advanced materials covered in this book.
Subject Keywords:Electrical engineering, linear prediction theory, vector linear prediction, linear estimation, filtering, smoothing, line spectral processes, Levinson’s recursion, lattice structures, autoregressive models
Record Number:CaltechBOOK:2008.004
Persistent URL:http://resolver.caltech.edu/CaltechBOOK:2008.004
Official Citation:P. P. Vaidyanathan. The Theory of Linear Prediction. Morgan & Claypool Publishers, 2008. http://resolver.caltech.edu/CaltechBOOK:2008.004
Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:25063
Collection:CaltechBOOK
Deposited By: Imported from CaltechBOOK
Deposited On:06 Feb 2008
Last Modified:26 Dec 2012 13:36

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