Bias propagation in the autocorrelation method of linear prediction

J.S. Erkelens, P.M.T. Broersen
1997 IEEE Transactions on Speech and Audio Processing  
A time-domain analysis of the autocorrelation method for autoregressive estimation is given. It is shown that a small bias in a reflection coefficient close to one in absolute value is propagated and prohibits an accurate estimation of further reflection coefficients. Tapered data windows largely reduce this effect, but increase the variance of the models.
doi:10.1109/89.554773 fatcat:pvinj7p3bncjbnotpo5aayvl2y