Abstract
The total least squares (TLS) linear prediction (LP) method recently presented by Rahman and Yu (1987) and the equivalent improved Pisarenko's (IP) method by Kumaresan (1986) are reviewed and generalized by the whitening approach. The resulting whitened-TLS-LP method yields higher estimation accuracy than the TLS-LP. This simulation was carried out in double precision FORTRAN-77 on VAX-8810. The IMSL routines were used to perform eigendecompositions, compute the polynomial roots, and to generate the pseudo-Gaussian random numbers.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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