LinearPrediction课程.pptVIP

Filtering of random signals Filtering of random signals随机信号的滤波 频域分析 Filtering of random signals Linear Prediction and Optimum Linear Filters Importance! The filters are constrained被强迫的 to be linear. Optimization criterion is based on minimization of the mean-square error统计中的均方误. Only second-order statistics二阶（级）统计学 auto or cross-correlation are required in processing. Mathematical model WSS random process can be represented as the output of a causal and causally invertible system excited by a white noise process. Confused on the derivations in book? Idea: any WSS process with autocorrelation