Abstract
Purpose We wish to approach, in the sense of the minimum error variance criterion, the variable X n of a WSS process X = (X n) n∈ℤ by means of a linear combination of the random variables (X n-k )k≥1. Some important applications like system modelling, filter synthesis, or signal compression, use the results of linear prediction theory.
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© 2002 Springer-Verlag London
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Chonavel, T. (2002). Linear Prediction of WSS Processes. In: Statistical Signal Processing. Advanced Textbooks in Control and Signal Processing. Springer, London. https://doi.org/10.1007/978-1-4471-0139-0_8
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DOI: https://doi.org/10.1007/978-1-4471-0139-0_8
Publisher Name: Springer, London
Print ISBN: 978-1-85233-385-0
Online ISBN: 978-1-4471-0139-0
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