Geometrical Aspects of Linear Prediction Algorithms
by
Francois Desbouvries
BibTeX
@MISC{Desbouvries_geometricalaspects,
author = {Francois Desbouvries},
title = {Geometrical Aspects of Linear Prediction Algorithms},
year = {}
}
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Abstract
In this paper, an old identity of G. U. Yule among partial correlation coefficients is recognized as being equal to the cosine law of spherical trigonometry. Exploiting this connection enables us to derive some new (and potentially useful) relations among partial correlation coefficients. Moreover, this observation provides new (dual) non-Euclidean geometrical interpretations of the Schur and Levinson-Szegö algorithms.
