DocumentCode
1349276
Title
Remarks on the minimum phase property of optimal prediction error filters and some related questions
Author
Mecklenbräuker, Wolfgang F G
Author_Institution
Inst. fur Nachrichtentech. und Hochfrequenztech., Tech. Univ. Wien, Austria
Volume
5
Issue
4
fYear
1998
fDate
4/1/1998 12:00:00 AM
Firstpage
87
Lastpage
88
Abstract
The minimum-phase property of optimal linear one-step prediction-error filters is proved for a quite large group of different error criteria. From specific examples it follows that neither optimal prediction filters nor optimal multistep prediction-error filters need to be minimum-phase.
Keywords
circuit optimisation; error analysis; filtering theory; prediction theory; MSE criterion; error criteria; minimum phase property; one-step prediction-error filters; optimal multistep prediction-error filters; optimal prediction error filters; Filtering theory; Finite impulse response filter; Frequency domain analysis; Mean square error methods; Nonlinear filters; Poles and zeros; Signal design; Stochastic processes; Transfer functions;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/97.664174
Filename
664174
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