Least Square Estimation with Applications to Digital Signal Processing
Least Square Estimation with Applications to Digital Signal Processing
IEEE Transactions on Signal Processing
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This paper presents a new lattice structure for linear interpolation. This interpolation lattice is asymmerric in the sense that the number of past and future values linearly weighted to estimate the current value is not necessarily identical. The asymmetric interpolation lattice is computationally efficient and flexible to implement. It is also a generalization of the well-known linear prediction lattice and symmetric interpolation lattice.