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On the minimum phase property of prediction-error polynomials

Vaidyanathan, P. P. and Tuqan, J. and Kirac, A. (1997) On the minimum phase property of prediction-error polynomials. IEEE Signal Processing Letters, 4 (5). pp. 126-127. ISSN 1070-9908. http://resolver.caltech.edu/CaltechAUTHORS:VAIieeespl97

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Abstract

We provide a simple proof of the minimum phase property of the optimum linear prediction polynomial. The proof follows directly from the fact that the minimized prediction error has to satisfy the orthogonality principle. Additional insights provided by this proof are also discussed.


Item Type:Article
Additional Information:© Copyright 1997 IEEE. Reprinted with permission. Manuscript received September 12, 1996. This work was supported in part by the ONR under Grant N00014-93-1-0231, by Tektronix, Inc., and by Rockwell International. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. V. J. Mathews. The authors thank J. Makhoul for his enthusiasm for the above improved proofs. The main ideas of this letter evolved out of a beginning year graduate course taught by the first author at California Institute of Technology in the spring of 1996.
Subject Keywords:error analysis; filtering theory; polynomials; prediction theory
Record Number:CaltechAUTHORS:VAIieeespl97
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:VAIieeespl97
Alternative URL:http://dx.doi.org/10.1109/97.575554
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:5461
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:18 Oct 2006
Last Modified:26 Dec 2012 09:12

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