Linear prediction: mathematics and engineering
نویسندگان
چکیده
We present an introduction to some aspects of digital signal processing and time series analysis which are not always covered in classical textbooks. One of the objectives is to illustrate how mathematics and engineering can be combined in a fruitful interplay, resulting in many new techniques and methods in many different fields. We shall illustrate how the prediction problem is related to linear algebra, orthogonal polynomials, classical interpolation problems, inverse scattering theory, Toeplitz operators, network theory etc.
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