DocumentCode :
763451
Title :
Eigenvalues of (↓2)H and convergence of the cascade algorithm
Author :
Strang, Gilbert
Author_Institution :
Dept. of Math., MIT, Cambridge, MA, USA
Volume :
44
Issue :
2
fYear :
1996
fDate :
2/1/1996 12:00:00 AM
Firstpage :
233
Lastpage :
238
Abstract :
This paper is about the eigenvalues and eigenvectors of (↓2)H. The ordinary FIR filter H is a convolution with a vector h=(h(O),...,h(N)), which is the impulse response. The operator (↓2) downsamples the output y=h*x, keeping the even-numbered components y(2n). Where H is represented by a constant-diagonal matrix, this is a Toeplitz matrix with h(k) on its kth diagonal, the odd-numbered rows are removed in (↓2)H. The result is a double shift between rows, yielding a block Toeplitz matrix with 1×2 blocks. Iteration of the filter is governed by the eigenvalues. If the transfer function H(z)=Σh(k)z-k has a zero of order p at z=-1, corresponding to ω=π, then (↓2)H has p special eigenvalues ½,¼...,(½)p. We show how each additional “zero at π” divides all eigenvalues by 2 and creates a new eigenvector for λ=½. This eigenvector solves the dilation equation φ(t)=2Σh(k)φ(2t-k) at the integers t=n. The left eigenvectors show how 1,t,...,tp-1 can be produced as combinations of φ(t-k). The dilation equation is solved by the cascade algorithm, which is an infinite iteration of M=(↓2)2H. Convergence in L2 is governed by the eigenvalues of T=(↓2)2HHT corresponding to the response 2H(z)H(z-1 ). We find a simple proof of the necessary and sufficient condition for convergence
Keywords :
FIR filters; Toeplitz matrices; convergence of numerical methods; convolution; eigenvalues and eigenfunctions; filtering theory; iterative methods; signal sampling; transfer functions; wavelet transforms; FIR filter; block Toeplitz matrix; cascade algorithm; constant-diagonal matrix; convergence; convolution; dilation equation; downsampling; eigenvalues; eigenvectors; impulse response; iteration; necessary condition; sufficient condition; transfer function; wavelets; Channel bank filters; Convergence; Convolution; Eigenvalues and eigenfunctions; Equations; Filter bank; Finite impulse response filter; Helium; Sufficient conditions; Transfer functions;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.485920
Filename :
485920
Link To Document :
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