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1、TheTheoryofLinearPredictionCopyright?2008byMorgan&ClaypoolAllrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans---electronic,mechanical,photocopy,recording,oranyotherexceptforbriefquotationsinprintedreviews
2、,withoutthepriorpermissionofthepublisher.TheTheoryofLinearPredictionP.P.Vaidyanathanwww.morganclaypool.comISBN:1598295756paperbackISBN:9781598295757paperbackISBN:1598295764ebookISBN:9781598295764ebookDOI:10.2200/S00086ED1V01Y200712SPR03APublicationintheMorgan&ClaypoolP
3、ublishersseriesSYNTHESISLECTURESONSIGNALPROCESSING#3Lecture#3SeriesEditor:JoséMoura,CarnegieMellonUniversitySeriesISSNISSN1932-1236printISSN1932-1694electronicTheTheoryofLinearPredictionP.P.VaidyanathanCaliforniaInstituteofTechnologySYNTHESISLECTURESONSIGNALPROCESSING#
4、3&MCMorganClaypoolPublishers&ToUsha,Vikram,andSagarandmyparents.viABSTRACTLinearpredictiontheoryhashadaprofoundimpactinthefieldofdigitalsignalprocessing.Althoughthetheorydatesbacktotheearly1940s,itsinfluencecanstillbeseeninapplicationstoday.Thetheoryisbasedonveryelegan
5、tmathematicsandleadstomanybeautifulinsightsintostatisticalsignalprocessing.Althoughpredictionisonlyapartofthemoregeneraltopicsoflinearestimation,filtering,andsmoothing,thisbookfocusesonlinearprediction.Thishasenableddetaileddiscussionofanumberofissuesthatarenormallynot
6、foundintexts.Forexample,thetheoryofvectorlinearpredictionisexplainedinconsiderabledetailandsoisthetheoryoflinespectralprocesses.Thisfocusanditssmallsizemakethebookdifferentfrommanyexcellenttextswhichcoverthetopic,includingafewthatareactuallydedicatedtolinearprediction.
7、Thereareseveralexamplesandcomputer-baseddemonstrationsofthetheory.Applicationsarementionedwhereverappropriate,butthefocusisnotonthedetaileddevelopmentoftheseapplications.Thewritingstyleismeanttobesuitableforself-studyaswellasforclassroomuseattheseniorandfirst-yeargradu
8、atelevels.Thetextisself-containedforreaderswithintroductoryexposuretosignalprocessing,randomprocesses,andthetheoryofm
