THE RELATIONSHIP BETWEEN AR-MODELING BISPECTRAL ESTIMATION AND THE THEORY OF LINEAR PREDICTION

被引：7

作者：

GALLEGO, A

CARRION, MC

RUIZ, DP

MEDOURI, A

机构：

[1] Department of Applied Physics, Faculty of Sciences, University of Granada

来源：

SIGNAL PROCESSING | 1994年 / 37卷 / 03期

关键词：

BISPECTRUM; AUTOREGRESSIVE MODELING; LINEAR PREDICTION;

D O I：

10.1016/0165-1684(94)90006-X

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, a relationship between bispectrum estimation by means of autoregressive modelling and the theory of linear prediction is presented. It is demonstrated that the 'third-order recursion' equations for a causal and an anticausal model can be derived via minimization of a set of forward- and backward-prediction squared errors, respectively.

引用

页码：381 / 388

页数：8