Up: Linear Prediction analysis
Previous: The autocorrelation method
The covariance method uses the real values of .
This method can be used on much smaller sample sequences (as end
discontinuities are less of a problem)
There is no guarantee of stability (but you can check for instability)
Commonly used in ``open'' and ``closed'' phase analysis
This is just a special case of the general least squares problem.
Speech Vision Robotics group/Tony Robinson