General linear prediction approach to the complex split inversion algorithm

Abstract

A general linear prediction framework is developed for the derivation of the complex split Levinson algorithm, which leads naturally to a structural interpretation of the redundancy present in the classical Levinson-Durbin algorithm. A novel order-recursive predictor structure is presented. It is conceptually simpler than a lattice realization since it propagates only one (generalized) prediction error. When the usual prediction error is desired, it can be recovered through a simple terminal stage.