Efficient Schur Parametrization and Modeling of p-Stationary Second-Order Time-Series for LPC Transmission
Agnieszka Wielgus, Jan Zarzycki · International Journal of Electronics and Telecommunications · 2018
Following the results presented in [21], 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.