p
p
前向预测: e (n ) x (n ) x ˆ(n ) x (n )a px ( k n k )a px ( k n k )
k 1
k 0
E[|
e(n)|2]min
E[e*(n)(x(n)
xˆ(n))]E[e*(n)x(n)]
PART 1
Ex*(n) p apkx*(nk)x(n)
k1
p
rxx(0) apkrxx(k) k1
p
rxx(0) apkrxx(k)E[|e(n)|2]m in k1
p
rx
x得(l)到下ap面krx的x(k方l)程0组l:1,2,,
k1
p
rxx(0)
rxx(1)
rrxxx(x将W(01a))方lk程e r方组写程rr成)xxxx((矩pp阵)形1)式(Yau1pl1e- E[
|e(n)|2]m 0
in
rxx(p) rxx(p1) rxx(0) app
0
p
y (n ) s ˆ(n p ) x ˆ(n p ) a p kx [n (p k)] k 1
p
后向预测: b (n ) x (n p ) x ˆ(n p ) x (n p )a p k x (n p k ) k 1
[Lrxex (vpi)nsona p-1Drxxu( prbkin)] 算法:
kp
k 1
2 p 1
k p ap,p
a p ,k a p 1,Lk eviknspoan-pD1u,rpbikn的k一般1递,2推,3公,式如, p下:1
相关卷积定理:
卷积的相关函数等于相关函数的卷积
e(n)=a(n)*b(n) f(n)=c(n)*d(n)