Mathematical Sciences: Faculty Publications

Stability Analysis of the Bandlimited and Bandpassed Linear Prediction Models

Document Type

Article

Publication Date

10-2005

Publication Title

Journal of Circuits, Systems, and Computers

DOI

10.1142/S0218126605002660

ISSN

1793-6454

Abstract

A constructive method of proof is presented for the minimum-phase property of two important linear prediction models, i.e., the bandlimited and bandpass linear prediction models. A generic functional symmetric matrix is first constructed. It is shown that the matrix is positive definite under a mild condition. The result is used, along with a special eigen-structure of the associated companion matrix, to establish the stability of the two linear prediction models.

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