THE GENERALIZED LEVINSON ALGORITHM FOR BLOCK LEAST-SQUARES METHODS OF LINEAR PREDICTION

被引：0

作者：

OKSA, G ^{[1
]}

机构：

[1] NUCL POWER PLANT RES INST,91864 TRNAVA,SLOVAKIA

来源：

COMPUTERS AND ARTIFICIAL INTELLIGENCE | 1994年 / 13卷 / 04期

关键词：

LINEAR PREDICTION; BLOCK LEAST SQUARES METHODS; LEVINSON RECURSION; ALPHA-STATIONARY MATRIX;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The paper presents the generalized Levinson algorithm for all block least squares methods of linear prediction of scalar signals. Special form of this algorithm is derived for the class of Hermitian, alpha-stationary matrices with arithmetic complexity of O (f(alpha) x p(2)), p being the model order and f(alpha) being the linear function of alpha.

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页码：353 / 376

页数：24

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