INHERENT MATRIX IDENTITIES ON ARMA LATTICE FILTER REALIZATION-ALGORITHM AND THEIR APPLICATION

Authors
HASEYAMA M KITAJIMA H
Citation
M. Haseyama et H. Kitajima, INHERENT MATRIX IDENTITIES ON ARMA LATTICE FILTER REALIZATION-ALGORITHM AND THEIR APPLICATION, IEEE transactions on signal processing, 45(9), 1997, pp. 2395-2398
Citations number
10
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
45
Issue
9
Year of publication
1997
Pages
2395 - 2398
Database
ISI
SICI code
1053-587X(1997)45:9<2395:IMIOAL>2.0.ZU;2-8
Abstract
This correspondence presents the matrix identities that are inherent i n the solution of the normal equations for an ARMA lattice filter. Thi s derivation also makes clear the relationship between the recursive l east squares (RLS) method and the ARMA lattice filter realization algo rithm. Further, as an application of the matrix identities, a new meth od for model identification with frequency weighting (MIFW) is present ed.