Non-Euclidean geometrical aspects of the Schur and Levinson-Szegö algorithms

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Abstract

In this paper, we address non-Euclidean geometrical aspects and the Schur and Levinson-Szegö algorithms. We first show that the Labochevski geometry is, by construction, one natural geometrical environment of these algorithms, since they necessarily make use of automorphisms of the unit disk. We next consider the algorithms in the particular context of their application to linear prediction. Then the Schur (resp., Levinson-Szegö) algorithm receives a direct (resp., polar) spherical trigonometry (ST) interpretation, which is a new feature of the classical duality of both algorithms.

Original languageEnglish
Pages (from-to)1992-2003
Number of pages12
JournalIEEE Transactions on Information Theory
Volume49
Issue number8
DOIs
Publication statusPublished - 1 Aug 2003

Keywords

  • Interpolation theory
  • Linear regression
  • Lobachevski geometry
  • Partial correlation coefficients
  • Schur and Levinson-Szegö algorithms
  • Spherical trigonometry (ST)

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