7.7 Estimates ofthe Power Spectrum P, the data record is N long. No window is applied to the The mam {ssume we have suficient data to calculate the desired conclation noe tmatrix equations have the same form, namely [Oxc(1, 1) Cyx(1,2) Cox(1, p) Cx (1, 0) ] Cx (22) Cex2p)l] a} _fexx(2,0) | 773.25) [ Croxl. 1) Cxx(p,2) Gx fli} — [exxp.0) ee correlation matrix is no longer Toeplitz, but hs the properties of a covariance ot i te i tame for this method is derived. The solution for this mehad sor te Levinson-Durbin algorithm, but instead uses Cholesky decomposition her methods), which is also available in MATLAB. VAG) de oe netiod may yield estimates ofthe i coeficients such that the LP sic doesnot have all of is potes inside the unit cree thats theft may be able tum to [7.7.3.20] and note that all ofthe equations are prediction equations for Ssocorrelaton function. In particular the last equation ean be written Rux(p) + a Rex(p 1) + + apRux(0) =0 17.7.3.26] P)=0 7327 Therefore, the linear prediction equations lead to a comrela- treby the correlation function can be extended, This is the Feat maximum entropy spectral estimator mentioned earlier, which fe ene ther in the Problems 74 Power Srectrat, Estimation wir Linear PRrepicrion re gion iS a data model, Consequently, itis frequently used to estimate the vim of data that are modeled using linear prediction techniques, Definition 7.19. The LP power spectral estimate isthe reciprocal ofthe square {the absolute value ofthe transform ofthe LP coeficients, namely 1 L ba = a = 1A@)| f+ Dae Bp ferz=eP pany least squares as the number of Polynomial in z, the roots of this polynomial are ch in tum are the poles of 1/A(z),