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# Questions tagged [linear-prediction]

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• 425
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### Linear prediction and filter stability

I am currently trying to implement an iterative block-wise algorithm in which AR coefficients are computed for each block. There is a issue with my code where values get too large, and I was ...
920 views

### Learning the Coefficients of Auto Regressive (AR) Model Using Least Mean Squares (LMS) Filter for Signal Prediction

I want to do two things. Estimating Coefficients of AR model using LMS Using Coefficients found in step 1 and predict future samples of a signal using AR equation. I don't have a desired signal so I ...
• 87
1 vote
298 views

### Can Temperature Data be Predicted Using Adaptive Filter (Such As LMS) Algorithm?

I am working on a project which requires me to implement adaptive filter as a predictor. I have just started on adaptive filter and I intend to use least mean square algorithm for weight adjustment. ...
• 13
379 views

• 143
815 views

### Predicting account balance based on historical data

Given the values of a bank account balance over time (see figure below as an example), how can one predict the account balance at a given date in the future ? Should I just fit one linear regression ...
• 149
395 views

### How to use linear predictive coding to compress voice diphone samples?

I'm working on an experimental diphone / unit selection speech synthesizer for my native language which lacks good speech synthesizer for blind people. The problem is that recorded unit library can ...
• 121
1 vote
58 views

• 209
139 views

### Sample-By-Sample Linear Prediction

As I understand it and have it currently implemented, linear prediction [via Burg's method or the autocorrelation method] is a block algorithm. Hence, there will be latency involved because one must ...
• 632
1 vote
99 views

### Noise Robust Linear Prediction

So it appears that Linear Prediction as performed via Durbin Recursion is sensitive to additive noise. What are some techniques for linear prediction that may be more robust? Can anyone supply a link ...
• 632
250 views

### 100 samples ahead signal prediction [duplicate]

I have a signal sampled at 100 sample per second. After low pass filtering of 200 order and some calculation such as zero crossing detection, I am getting around 1 second delayed signal. I want it in ...
• 133
1 vote
50 views

### Turn a decision problem into a linear filter problem

Let $x[n]$ be a time-series, and two filters: $A[n] = a_0 x[n] + a_1 x[n-1] + ... a_q x[n-q]$ $B[n] = b_0 x[n] + b_1 x[n-1] + ... b_r x[n-r]$ I think the answer is No, but is there a way to have ...
• 1,277
430 views

### Linear Prediction of AR Process

A discrete signal x is generated by the recursive process $$x_n = x_{n-1} - 0.2 x_{n-2} + w_n$$ where $w_n$ is white noise with zero mean and unit variance. What is the optimum order of a linear ...
• 23
1 vote
949 views

### Division by zero in Levinson–Durbin recursion?

I am doing a LPC analysis of a speech signal using the autocorrelation method. To calculate the LPCs I am using the Levinson–Durbin recursion. In my literature the error is initialized with the first ...
• 11
267 views

### Spectral Whitening: Approches

Given the absence of information about the algorithms of spectral whitening functions in software packages: How many ways do you know for doing spectral whitening? What are the differences?
• 1,414
573 views

### pitch extraction for speech

I am building an LPC analysis tool, and am at the point of needing to do pitch period analysis. I was initially interested in using the Gold & Rabiner algorithm for this, and got a hold of a ...
• 53
242 views

### Linear Predictive Coding and Block Size

I'm experimenting with linear predictive coding as a low-complexity audio compression method, and I'm observing something very odd. I'm compressing a 20 MB mono 16-bit PCM song in different block ...
194 views

### Is there any relationship between the FFT and linear prediction?

Is there any relationship between the FFT and linear predictive methods? Can an FFT result or the input to an FFT be modified to do non-circular prediction/extrapolation from the FFT results.
• 35.4k
146 views

### Adaptive calculations of Wiener filter coefficients

Suppose,I have an input of length of lenght 100. data=[x0...x99]; I take a window of lenght 11 from x0 to x10. windowed data=[x0 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10], now, I compute 7 wiener coefficients ...
1 vote
1k views

### Adaptive Wiener Filter Coefficients Calculation

I want to extrapolate a signal X of length 11, using the weiner filter coefficients W of length 7. The procedure I am using is as follows: Compute the autocorrelation matrix upto lag 8 . Using ...
• 23
1k views

### Derivation of Yule-Walker Equation for LPC

I have derived the Yule-Walker equation as shown below. \begin{align} \hat s(n) &= -\sum_{k=1} ^ p a_k s(n-k)\\ e(n) &= s(n) - \hat s(n) = s(n) + \sum_{k=1}^pa_k s(n-k) \end{align} In order ...
• 185