DocumentCode
3103233
Title
A geometric perspective on the Schur algorithm
Author
Karlsson, Erlendur
Author_Institution
Dept. of Technol., Uppsala Univ., Sweden
fYear
1988
fDate
3-5 Aug 1988
Firstpage
289
Lastpage
292
Abstract
A time-varying version of the Schur algorithm is developed. The development based on the autoregressive (AR) lattice structure and an orthogonalization procedure different from the one usually associated with the AR lattice. The development lends physical identity to all internal variables of the algorithm, thereby providing insight into some of the properties of the algorithm. It is concluded that the orthogonal decomposition (the key step in the algorithm development) can just as easily be formulated for the autoregressive moving average (ARMA) lattice structure, enabling the development of an ARMA Schur-type algorithm with numerical properties similar to those of the standard AR Schur algorithm
Keywords
filtering and prediction theory; Schur algorithm; autoregressive lattice structure; autoregressive moving average; geometric perspective; numerical properties; orthogonal decomposition; orthogonalization procedure; Equations; Filters; Lattices; Least squares methods; Performance evaluation; Random variables; Reflection; Standards development; Tin;
fLanguage
English
Publisher
ieee
Conference_Titel
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location
Minneapolis, MN
Type
conf
DOI
10.1109/SPECT.1988.206208
Filename
206208
Link To Document