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A derivation of the recursive solution to the autocorrelation normal equations [Lecture Notes]

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2 Author(s)
Thomas A. Baran ; Research Laboratory of Electronics, Massachusetts Institute of Technology, USA ; Alan V. Oppenheim

ACNE plays an important role in many aspects of signal processing and time series analysis. The recursive solution to these equations presented in this article is developed independently of any specific application context and utilizes the basic principles of LTI systems, resulting in the lattice filter structure as a by-product.

Published in:

IEEE Signal Processing Magazine  (Volume:30 ,  Issue: 1 )