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System and method for linear prediction

  • US 20060265214A1
  • Filed: 08/01/2006
  • Published: 11/23/2006
  • Est. Priority Date: 10/13/2000
  • Status: Active Grant
First Claim
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1. A method for training a linear prediction filter for prediction of information, comprising:

  • providing reference data;

    collecting observed data containing the reference data;

    identifying a reduced order Krylov subspace between the observed data and the reference data; and

    maximizing mutual data between the observed data and the reference data in the subspace to define at least one autoregressive weight for use in the linear prediction filter.

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