A NORMALIZED LATTICE ALGORITHM FOR AR SPECTRAL-ANALYSIS AND SYSTEM-IDENTIFICATION FILTERS WITH SYMMETRIC IMPULSE-RESPONSE

被引:1
作者
BERBERIDIS, K
THEODORIDIS, S
机构
[1] Department of Computer Engineering, University of Patras
来源
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1990年 / 38卷 / 03期
关键词
D O I
10.1109/29.106859
中图分类号
O42 [声学];
学科分类号
070206 [声学]; 082403 [水声工程];
摘要
A time recursive normalized lattice algorithm is derived for the least squares (LS) estimation of the unknown parameters of an FIR filter with symmetric impulse response. A byproduct is an algorithm for the LS estimation of the unit step backward predictor of the input time series, based on the simultaneous minimization of the forward and backward total squared error power, which has successfully been used in the maximum entropy spectral analysis (MESA) method. © 1990 IEEE
引用
收藏
页码:397 / 405
页数:9
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