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Peter K.
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I'm just learning about linear prediction and was wondering whether or not there are any signals that would produce no error if run through a linear prediction algorithm. I was thinking (maybe naively) that if we have a linear signal (one that changes linearly with time) that we should be able to linearly predict this with no error. Is my intuition on this correct? Are there any other signals that are like this?


First of all, thanks so much for the replies! Secondly, I'm glad my intuition was correct, but I was having doubts in the first place because I couldn't exactly predict future samples of my signal no matter what my input signal was. For example, here's an image of me trying to get the linear prediction coefficients using 'lpc' function in Matlab.

Trying to extract LPC coefficients from linear signal

I've tried this for several of the types of signals suggested above, and didn't get the correct coefficients for any of them. Why does this happen? I doubt the 'lpc' function is incorrect so it just must be doing something different than what I thought it was doing.

I'm just learning about linear prediction and was wondering whether or not there are any signals that would produce no error if run through a linear prediction algorithm. I was thinking (maybe naively) that if we have a linear signal (one that changes linearly with time) that we should be able to linearly predict this with no error. Is my intuition on this correct? Are there any other signals that are like this?

I'm just learning about linear prediction and was wondering whether or not there are any signals that would produce no error if run through a linear prediction algorithm. I was thinking (maybe naively) that if we have a linear signal (one that changes linearly with time) that we should be able to linearly predict this with no error. Is my intuition on this correct? Are there any other signals that are like this?


First of all, thanks so much for the replies! Secondly, I'm glad my intuition was correct, but I was having doubts in the first place because I couldn't exactly predict future samples of my signal no matter what my input signal was. For example, here's an image of me trying to get the linear prediction coefficients using 'lpc' function in Matlab.

Trying to extract LPC coefficients from linear signal

I've tried this for several of the types of signals suggested above, and didn't get the correct coefficients for any of them. Why does this happen? I doubt the 'lpc' function is incorrect so it just must be doing something different than what I thought it was doing.

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Is Linear Prediction ever exact?

I'm just learning about linear prediction and was wondering whether or not there are any signals that would produce no error if run through a linear prediction algorithm. I was thinking (maybe naively) that if we have a linear signal (one that changes linearly with time) that we should be able to linearly predict this with no error. Is my intuition on this correct? Are there any other signals that are like this?