Similarities and differences between one-sided and two-sided linear prediction

Comparative analysis of two-sided linear prediction (TSP) and one-sided linear prediction (OSP) in terms of linear-phase filter design, prediction error, spectral estimation and use in time series interpolation shows that the error processes of TSP and OSP are nonwhite and white, respectively, and that the mean square error of TSP is smaller than that of OSP. The two-sided AR modelling problems are different and similar in TSP and OSP, respectively. During spectral estimation TSP corresponds to the spectral peaks while OSP to the spectral nulls.