LECTURE 15: LINEAR PREDICTION

• Objectives:
  
  
  • Introduce the theory of linear prediction
    
    
  • Develop autocorrelation and covariance techniques for solution
    
    
  • Understand similarities with regression
    
    
  • Explain the relationship to windowing and maximum entropy
    
    
  • Add a new technique to our signal modeling block diagram

There is a classic textbook on this subject:

J.D. Markel and A.H. Gray, Linear Prediction of Speech, Springer-Verlag, New York, New York, USA, ISBN: 0-13-007444-6, 1976.

This lecture also includes material from two other textbooks:

J. Deller, et. al., Discrete-Time Processing of Speech Signals, MacMillan Publishing Co., ISBN: 0-7803-5386-2, 2000.

and,

L.R. Rabiner and B.W. Juang, Fundamentals of Speech Recognition, Prentice-Hall, Upper Saddle River, New Jersey, USA, ISBN: 0-13-015157-2, 1993.