Digital Signal Processing Chapter 7: Parametric Spectrum Estimation
Digital Signal Processing Chapter 7: Parametric Spectrum Estimation
Digital Signal Processing Chapter 7: Parametric Spectrum Estimation
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The power of the remaining prediction-error isMin{E{|E(k)| 2 }} = σ 2 X − rH XXR −1XXr XX .Rewriting the equation using the coefficient-vector p results inMin{E{|E(k)| 2 }} = σ 2 X − rH XXp.Linear Prediction Page 8