Find LP roots (poles) using the HSVD method
Perform a HSVD linear prediction to determind signal roots (poles) as described in: Barkhuijsen, DeBeer, and Van Ormondt, JMR, 1987, 73, 553
Parameters x, M and K are the same as those described in the above article. zmethod refer to the method used to calculate Z’, either a least-squares method (lstsq) can be used to solve U_b*Z’=U_t or the Sherman-Morrison formula (sm) can be used to avoid the full matrix inversion with equation [12] being used to find Z’. The Sherman-Morrison method should be faster with similar precision.
Parameters : | x : 1D ndarray
M : int
K : int
mode : {‘f’, ‘b’}
zmethod : {‘lstsq’, ‘sm’}
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Returns : | y : ndarray
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