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Linear prediction: mathematics and engineering
Author(s) -
Adhemar Bultheel,
Marc Van Barel
Publication year - 1994
Publication title -
bulletin of the belgian mathematical society - simon stevin
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.36
H-Index - 31
eISSN - 2034-1970
pISSN - 1370-1444
DOI - 10.36045/bbms/1103408452
Subject(s) - toeplitz matrix , algebra over a field , interpolation (computer graphics) , series (stratigraphy) , mathematics , linear algebra , computer science , orthogonal polynomials , algorithm , calculus (dental) , theoretical computer science , pure mathematics , artificial intelligence , medicine , dentistry , motion (physics) , paleontology , geometry , biology
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 dierent elds. 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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