Bultheel, Adhemar; Van Barel, Marc Linear prediction: Mathematics and engineering. (English) Zbl 0792.94001 Bull. Belg. Math. Soc. - Simon Stevin 1, No. 1, 1-58 (1994). Summary: We present an introduction to some aspects of digital signal processing and time series analysis which are not always covered in classical textbooks. One of the objectives is to illustrate how mathematics and engineering can be combined in a fruitful interplay, resulting in many new techniques and methods in many different fields. We illustrate how the prediction problem is related to linear algebra, orthogonal polynomials, classical interpolation problems, inverse scattering theory, Toeplitz operators, network theory etc. Cited in 2 Documents MSC: 94A12 Signal theory (characterization, reconstruction, filtering, etc.) 93E11 Filtering in stochastic control theory 65F05 Direct numerical methods for linear systems and matrix inversion 94-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to information and communication theory 41A20 Approximation by rational functions Keywords:digital signal processing; time series analysis; orthogonal polynomials; interpolation; inverse scattering; Toeplitz operators PDFBibTeX XMLCite \textit{A. Bultheel} and \textit{M. Van Barel}, Bull. Belg. Math. Soc. - Simon Stevin 1, No. 1, 1--58 (1994; Zbl 0792.94001) Full Text: EuDML