In digital signal processing linear prediction is often called [linear predictive coding]? (LPC) and can thus be viewed as a subset of [filter theory]?. In [system analysis]? (a subfield of mathematics), linear prediction can be viewed as a part of mathematical modelling or optimization.
The most common representation is
x'(n) = sum_i=1^p a_i x(n-i)
where x'(n) is the estimated signal value, x(n) the previous values, and a_i the predictor coefficients. The error generated by this estimate is
e(n) = x(n) - x'(n)
where x(n) is the true signal value and x'(n) the estimated value.
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