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A modification for a recently developed recursive Frisch scheme algorithm to identify dynamical linear time-invariant errors-in-variables systems is proposed for the case of white measurement noise. For the update of the estimated model parameters, a recursive bias-compensating least squares algorithm is considered. The estimate of the output measurement noise variance is determined using a conjugate...
To estimate the predictability of a room impulse response, the concept of concentrated space, used to describe the signal with energy concentrated in some region both in time and frequency domain, is introduced. The predictability is analyzed based on the dimension analysis of the concentrated space and estimated with the optimum prediction method using the prolate spheroidal functions. A psychoacoustic...
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