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STABILITY ANALYSIS OF THE BANDLIMITED AND BANDPASS LINEAR PREDICTION MODELS
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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