Abstract
This paper presents a new formulation for linear prediction, which we call the covariance lattice method. The method is viewed as one of a class of lattice methods which guarantee the stability of the all-pole filter, with or without windowing of the signal, with finite wordlength computations, and with the number of computations being comparable to the traditional autocorrelation and covariance methods. In addition, quantization of the reflection coefficients can be accomplished within the recursion for retention of accuracy in representation.

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