2005 · 16 citations · 9 references
ComputingComputer EngineeringComputer ScienceComputer ArchitectureReal-time SystemsTime Series AnalysisAutocorrelation AnalysisComputational Time Series AnalysisDigital Signal ProcessingSignal ProcessingTime Series ComputationTime Series PredictionAutocorrelation Coefficient EstimationAutocorrelation FunctionAutocorrelation ModelsFixed-point ComputationImpulse ResponseImpulse Response FunctionMoving Average ModelsReal-time Data Analysis
This paper introduces a new method for the computation of the partial correlation coefficients from the autocorrelation sequence. Derived from Levinson's algorithm, it involves the calculation of the crosscorrelations between the inputs and the outputs of the successive models which are formed. Using these, a fixed-point implementation is found for real time speech analysis on a 16-bits microprocessor. The method also gives an approximation of the impulse response of the system, which may be useful for identification with moving average models.
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