Publication

Autoregressive Modelling of Hilbert Envelopes for Wide-band Audio Coding

2008
Conference Papers

Abstract

Frequency Domain Linear Prediction (FDLP) represents the technique for approximating temporal envelopes of a signal using autoregressive models. In this paper, we propose a wide-band audio coding system exploiting FDLP. Specifically, FDLP is applied on critically sampled sub-bands to model the Hilbert envelopes. The residual of the linear prediction forms the Hilbert carrier, which is transmitted along with the envelope parameters. This process is reversed at the decoder to reconstruct the signal. In the objective and subjective quality evaluations, the FDLP based audio codec at $66$ kbps provides competitive results compared to the state-of-art codecs at similar bit-rates.

Official source

https://infoscience.epfl.ch/entities/publication/2f63b5c1-17d5-47c2-a294-4ca7dbe73de3

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2008
Conference Papers

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/2f63b5c1-17d5-47c2-a294-4ca7dbe73de3

About this result

Related concepts (32)

Autoregressive model

In statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it is used to describe certain time-varying processes in nature, economics, behavior, etc. The autoregressive model specifies that the output variable depends linearly on its own previous values and on a stochastic term (an imperfectly predictable term); thus the model is in the form of a stochastic difference equation (or recurrence relation which should not be confused with differential equation).

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Autoregressive integrated moving average

In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. To better comprehend the data or to forecast upcoming series points, both of these models are fitted to time series data. ARIMA models are applied in some cases where data show evidence of non-stationarity in the sense of mean (but not variance/autocovariance), where an initial differencing step (corresponding to the "integrated" part of the model) can be applied one or more times to eliminate the non-stationarity of the mean function (i.

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