Title :
Biased estimates in the order recursive forward-backward lattice algorithm
Author_Institution :
Swedish Telecom, Farsta, Sweden
Abstract :
Deals with the accuracy problem of the estimated reflection coefficients. The algorithm is studied in comparison to the time recursive forward-backward lattice method (FBLT) and the exact order recursive LS lattice algorithm (LSLO). Some mathematical formulations are derived to analyze the bias in estimation. Both theoretical and simulation results show that the estimated reflection coefficients of the FBLO algorithm do not converge to their optimum values. The estimates are biased. The amount of bias depends upon the forgetting factor of the algorithm
Keywords :
filtering and prediction theory; least squares approximations; accuracy problem; bias; estimated reflection coefficients; exact order recursive LS lattice algorithm; forgetting factor; optimum values; order recursive forward-backward lattice algorithm; reflection coefficients; time recursive forward-backward lattice method; Algorithm design and analysis; Error analysis; Error correction; Filters; Lattices; Parameter estimation; Recursive estimation; Reflection; Research and development; Telecommunications;
Conference_Titel :
Circuits and Systems, 1991., IEEE International Sympoisum on
Print_ISBN :
0-7803-0050-5
DOI :
10.1109/ISCAS.1991.176607
