A comparison between two measures of convergence in recursive-window based spectrum estimation

Author

Amin, Moeness G.

Author_Institution

Dept. of Electr. Eng., Villanova Univ., PA, USA

Volume

38

Issue

8

fYear

1990

fDate

8/1/1990 12:00:00 AM

Firstpage

1457

Lastpage

1459

Abstract

It is shown that approximations of the infinite impulse response (IIR) of a single-pole filter by a rectangular finite impulse response (FIR) through either the effective window length approach or the least squares inverse filtering approach yield the same results. Both the least squares inverse filter method and the effective window length can be used as measures of convergence in recursive-window based spectrum estimators. An algebraic proof is given to show that both measures take the same value for the commonly used single-pole exponential window

Keywords

digital filters; least squares approximations; spectral analysis; FIR filter; IIR filter; approximations; convergence measures; effective window length; infinite impulse response; least squares inverse filtering; rectangular finite impulse response; recursive window spectrum estimation; single-pole exponential window; single-pole filter; Adaptive filters; Adaptive signal processing; Autocorrelation; Bandwidth; Convergence; Finite impulse response filter; IIR filters; Least squares approximation; Length measurement; Spectral analysis;

fLanguage

English

Journal_Title

Acoustics, Speech and Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

0096-3518

Type

jour

DOI

10.1109/29.57580

Filename

57580