THREE-DIMENSIONAL FAST ALGORITHM SOLUTION FOR OCTANT-BASED THREE-DIMENSIONAL YULE-WALKER EQUATIONS

摘要

This paper presents an extension of the solution for two-dimensional (2-D) Yule-Walker equations, useful for linear prediction (LP) parameter estimation to the three-dimensional (3-D) case. The resulting fast recursive 3-D algorithm has a significant computational advantage over direct solution of the 3-D Yule-Walker equations because it exploits the triply-Toeplitz structure.