A perturbation property of the TLS-LP method
- 1 November 1990
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 38 (11) , 2004-2005
- https://doi.org/10.1109/29.103101
Abstract
It is shown that the TLS-LP (total least squares-linear prediction) method and the SVD-Prony method are equivalent to the first-order perturbation approximation. In practice, it means that the two methods yield the same estimation variances when the signal-to-noise ratio (SNR) is above a threshold.<>Keywords
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