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Linear Predictive Coding for general signals

I have a signal that's monotonic and roughly linear and have been looking at using Linear Predictive Coding to encode information and compress my signal. I guess my first general question is if this ...
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26 views

Likelihood / Error of a Zero Input Sequence

How can I measure how well a known system describes an unknown sequence? In my work I need to evaluate how likely a particular observation sequence is given any parameterization of an LTI system. The ...
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3answers
228 views

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)...
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0answers
28 views

Basic Linear Prediction example

I'm trying wrap my head around linear prediction and figured I'd code up a basic example in Python with a linear time-series as my input to test my understanding. I'm using the Python lpc module in ...
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2answers
44 views

Image Interpolation Using the Yule Walker Equations

I have been studying about the Yule-Walker equations for prediction of a time series data from knowledge of past values of the series. Is there any way I can use the same in an image to exploit the ...
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0answers
17 views

Linear Predictive Coding in Gray Scale Image

I was trying make linear predictive code in gray scale image and want to find first 5 correlation values where the grayscale pixels are: [$S_2$][$S_3$][$S_4$] [$S_1$][$S_0$][$blank$] And i want to ...
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1answer
171 views

Autoregressive modeling (linear prediction) of electrical transmission lines?

I've read that the reflection coefficients in speech processing (as computed by the Levinson-Durbin algorithm for solving the Yule-Walker equations) "represent the fraction of energy reflected back" ...
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0answers
379 views

Pre-emphasizing in speech recognition

Usually, in speech recognition, the techniques that are used are based on the linear prediction model (Fant, 1960). Parallel to this, the human speech production mechanism causes energy to drop ...
2
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0answers
95 views

Intuitions on Kumaresan-Tufts algorithm for exponential fit

I am analyzing a transient signal presumably consisting of superposed exponentials. Such a case is indicated for the Prony analysis, but my data aren't noiseless enough, so I have turned to the ...
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1answer
312 views

How do I go from LPC coefficients to a filter polynomial?

I've recently begun experimenting with LPC, and while I understand that it works, I'm still slightly lost on why it works. Specifically, I understand that LPC involves finding coefficients $a_1, a_2, ...
2
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1answer
218 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 ...
2
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0answers
195 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 ...
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0answers
50 views

Variance and Co-variance of a Linear Forecast

Consider a linear forecasting problem where all shocks $\{\epsilon_i\}_1^n$ are independently distributed with $\epsilon_i\sim N(0,\sigma_i^2)$ for all $i$. Suppose you want to forecast $\theta = \...
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0answers
219 views

Prediction-error filter for images

I am interested in studying local pixel value dependencies in images and I am wondering if it exists a general form of prediction-error convolutional filter that is able to suppress the image's ...
0
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1answer
680 views

Linear prediction (LPC) of Sine wave samples around maximas

I think I missed class when this was explained ... Anyway as part of a bigger project I have to implement a LPC to predict 2-3 future values of a sinusoidal process. I wrote a small Matlab m-file to ...
3
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3answers
4k views

What is the need for prediction filter in PCM and DPCM?

The DPCM works by the difference between actual samples and predicted samples. If we already have the actual samples, we can quantize it and encode it later. But why we use prediction filter? And ...
5
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1answer
336 views

How is cross-correlation related with orthogonality?

In linear prediction we can say that in case of optimum linear predictor the error with be orthogonal to data. And when we derive minimum mean square error for $\underline{y} = \mathbf{a}\underline{x} ...
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0answers
83 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 ...
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0answers
71 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 ...
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1answer
193 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 ...
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0answers
45 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 ...
3
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1answer
191 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 ...
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1answer
541 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 ...
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0answers
168 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?
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2answers
263 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 ...
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2answers
194 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 ...
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2answers
102 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.
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0answers
130 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 ...
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1answer
861 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 ...
0
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1answer
844 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 ...
2
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0answers
109 views

Voice sample prediction scheme

I have some telephone voice audio with occasional "blips" in the audio. The blips appear to come from an IP link buried in the PSTN (this is a conceptual explanation, so don't worry about things like ...
3
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2answers
281 views

Linear predictive model convolution

Accidentally asked this question in the general area and was told to ask here, so... I've been trying to develop a lightweight, relatively-fast-to-decode sound compression format for use in my gaming ...
6
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1answer
3k views

Speech Compression - In LPC how does the linear predictive filter work on a general level?

Hi I'm taking a multimedia systems course and I'm preparing for my exam on tuesday. I'm trying to get my head around LPC compression on a general level, but I'm having trouble with what is going on ...
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1answer
986 views

Theory behind Linear Predictive Coding (LPC)

What is the theory behind LPC? Why are(were) certain implementations of LPC said to be more tolerant of transmission or encoding errors quantization than other compressed voice encoding schemes? ...