The Theory of Linear Prediction

The Theory of Linear Prediction

Free Book “The Theory of Linear Prediction” By P.P. Vaidyanathan. Linear prediction theory has had a profound impact in the field of digital signal processing. Although the theory dates back to the early 1940s, its influence can still be seen in applications today.


This has enabled detailed discussion of a number of issues that are normally not found in texts. For example, the theory of vector linear prediction is explained in considerable detail and so is the theory of line spectral processes. This focus and its small size make the book different from many excellent texts which cover the topic, including a few that are actually dedicated to linear prediction.

Table of Contents

  • Introduction
  • The Optimal Linear Prediction Problem
  • Levinson’s Recursion
  • Lattice Structures for Linear Prediction
  • Autoregressive Modeling
  • Prediction Error Bound and Spectral Flatness
  • Line Spectral Processes
  • Linear Prediction Theory for Vector Processes

Book Details

Author(s): P. P. Vaidyanathan
Format(s): PDF
File size: 2773 KB
Number of pages: 180
Link: Download.

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