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A note on minimizing the prediction error when the zeros are restricted to the unit circle

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2 Author(s)
Goodman, D.M. ; University of California, Livermore, CA ; Miller, E.

It is shown that the problem of minimizing the prediction error under the constraint that the zeros of the predictor polynomial be on the unit circle can be solved by using a modification of the Levinson algorithm. Consequences of this result are discussed.

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:30 ,  Issue: 3 )