Invention Grant
- Patent Title: Apparatus and method for modeling random process using reduced length least-squares autoregressive parameter estimation
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Application No.: US15465181Application Date: 2017-03-21
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Publication No.: US10394985B2Publication Date: 2019-08-27
- Inventor: Binnan Zhuang , Dongwoon Bai , Jungwon Lee
- Applicant: Samsung Electronics Co., Ltd.
- Applicant Address: KR
- Assignee: Samsung Electronics Co., Ltd.
- Current Assignee: Samsung Electronics Co., Ltd.
- Current Assignee Address: KR
- Agency: The Farrell Law Firm, P.C.
- Main IPC: G06F17/50
- IPC: G06F17/50

Abstract:
An apparatus and method for modelling a random process using reduced length least-squares autoregressive parameter estimation is herein disclosed. The apparatus includes an autocorrelation processor, configured to generate or estimate autocorrelations of length m for a stochastic process, where m is an integer; and a least-squares (LS) estimation processor connected to the autocorrelation processor and configured to model the stochastic process by estimating pth order autoregressive (AR) parameters using LS regression, where p is an integer much less than m. The method includes generating, by an autocorrelation processor, autocorrelations of length m for a stochastic process, where m is an integer; and modelling the stochastic process, by a least-squares estimation processor, by estimating pth order autoregressive (AR) parameters by least-squares (LS) regression, where p is an integer much less than m.
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