Download The Theory of Linear Prediction by P. Vaidyanathan, Linear prediction theory has had a profound impact within the field of digital signal processing. Although the idea dates back to the early 1940s, its influence can still be seen in applications today. the theory is based on very elegant mathematics and ends up in many beautiful insights into statistical signal processing.


1. Introduction

2. The Optimal Linear Prediction Problem

3. Levinson’s Recursion

4. Lattice Structures for Linear Prediction

5. AutoregressiveModeling

6. Prediction Error Bound and Spectral Flatness

7. Line Spectral Processes

8. Linear Prediction Theory for Vector Processes

A. Linear Estimation of Random Variables

B. Proof of a Property of Autocorrelations

C. Stability of the Inverse Filter

D. Recursion Satisfied by AR Autocorrelations