• 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