Efficient Schur Parametrization and Modeling of p-Stationary Second-Order Time-Series for LPC Transmission

Agnieszka Wielgus, Jan Zarzycki

Abstract


Following the results presented in [1], we present an efficient approach to the Schur parametrization/modeling of a subclass of second-order time-series which we term p-stationary time-series, yielding a uniform hierarchy of algorithms suitable for efficient implementations and being a good starting point for nonlinear generalizations to higher-order non-Gaussian nearstationary time-series.

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International Journal of Electronics and Telecommunications
is a periodical of Electronics and Telecommunications Committee
of Polish Academy of Sciences

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