Autoregressive Estimation Using Residual Energy Ratios

IEEE Transactions on Information Theory

Volumn 24, Issue 4, 1978, Pages 503-506

  Dickinson, Bradley W ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION;

INFORMATION THEORY;

EID: 0017996881     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/TIT.1978.1055905     Document Type: Article

References (25)

1. G. E. P. Box and G. M. Jenkins, Time-Series Analysis: Forecasting and Control, Rev. ed. San Francisco: Holden Day, 1976.
2. O. Barndorf-Nielsen and G. Schou “On the parametrization of autoregressive models by partial autocorrelations,” J. Multivar. Analy., vol. 3, pp. 408–419, 1973.
3. F. Itakura and S. Saito, “Analysis synthesis telephony based on the maximum likelihood method,” Proc. 6th Int. Cong. on Acoustics, Tokyo, 1968, C-5-5.
4. F. Itakura and S. Saito, “Digital filtering techniques for speech analysis and synthesis,” Proc. 7th Int. Cong. on Acoustics, Budapest, 1971, 25cl.
5. J. Burg, “A new analysis technique for time-series data,” NATO Advanced Study Institute on Signal Processing, Enschede, Netherlands, 1968.
6. J. Burg, “Maximum entropy spectral analysis,” Ph.D. dissertation, Stanford University, Stanford, CA, May 1975.
7. J. Makhoul “Stable and efficient lattice methods for linear prediction,” IEEE Trans. Acous., Speech, and Signal Processing, vol. ASSP-25, pp. 423–428, 1977.
8. B. W. Dickinson, “An approach to stationary autoregressive estimation,” Proc. 1977 Conf. on Information Sciences and Systems, Johns Hopkins Univ., Baltimore, MD, pp. 507–511.
9. M. A. Alam and A. P. Sage “Sequential estimation and identification of reflection coefficients by minimax entropy inverse filtering,” Comput. Elec. Eng., vol. 2, no. 4, pp. 315–338, 1975.
10. M. Srinath and V. Viswanathan “Sequential algorithm for identification of parameters of an autoregressive process,” IEEE Trans. Automat. Contr., vol. AC-20, no. 4, pp. 542–546, 1975.
11. R. Viswanathan and J. Makhoul, “Sequential lattice methods for stable linear prediction,” presented at the 1976 National Telecommunications Conf., Dallas, TX.
12. M. Morf and A. Vieira, “Recursive least squares estimation of partial correlations,” submitted for publication.
13. M. Morf, A. Vieira, and D. Lee, “Ladder forms for identification and speech processing,” submitted for publication.
14. T. S. Ferguson, Mathematical Statistics. New York: Academic, 1967.
15. T. Kailath “A view of three decades of linear filtering theory,” IEEE Trans. Inform. Theory, vol. IT-20, no. 2, pp. 145–181, 1974.
16. B. Friedlander, M. Morf, T. Kailath, and L. Ljung, “New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices,” submitted for publication.
17. M. Morf, B. Dickinson, T. Kailath, and A. Vieira “Efficient solution of covariance equations for linear prediction,” IEEE Trans. Acous., Speech, and Signal Processing, vol. ASSP-25, pp. 429–433, 1977.
18. G. E. Forsythe and C. B. Moler, Computer Solution of Linear Algebraic Systems. Englewood Cliffs, NJ: Prentice-Hall, 1967.
19. P. E. Gill, G. H. Golub, W. Murray, and M. A. Saunders “Methods for modifying matrix factorizations,” Math. Comput., vol. 28, pp. 505–535, 1974.
20. J. D. Gibson “On reflection coefficients and the Cholesky decomposition,” IEEE Trans. Acous., Speech, and Signal Processing, vol. ASSP-25, no. 1, pp. 93–96, 1977.
21. Tfactorizations,” Math. Comput., vol. 28, pp. 1067–1087, 1974.
22. J. M. Turner and B. W. Dickinson, “A comparison of LPC methods on speech sounds,” submitted for publication.
23. R. Viswanathan and J. Makhoul “Quantization properties of transmission parameters in linear predictive systems,” IEEE Trans. Acous., Speech, and Signal Processing, vol. ASSP-23, pp. 309–321, 1975.
24. A. H. Gray and J. D. Markel “Quantization and bit allocation in speech processing,” IEEE Trans. Acous., Speech, and Signal Processing, vol. ASSP-24, pp. 459–473, 1976.
25. A. van den Bos “Alternative interpretation of maximum entropy spectral analysis,” IEEE Trans. Inform. Theory, vol. IT-17, pp. 493–494, 1971.