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Lag windowing

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This is an old revision of this page, as edited by Marcocapelle (talk | contribs) at 11:46, 3 December 2016 (removed Category:Time series analysis; added Category:Autocorrelation using HotCat). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

Lag windowing is a technique that consists of windowing the auto-correlation coefficients prior to estimating Linear prediction coefficients (LPC). The windowing in the auto-correlation domain has the same effect as a convolution (smoothing) in the power spectral domain and helps stabilizing the result of the Levinson-Durbin algorithm. The window function is typically a Gaussian function.

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