Title :
A new unwindowed lattice filter for RLS estimation
Author :
Chen, Shiaw-Wu ; Gibson, James S.
Author_Institution :
California Univ., Los Angeles, CA, USA
fDate :
9/1/1992 12:00:00 AM
Abstract :
Adaptive lattice algorithms are derived for the solution of unwindowed least squares estimation problems for AR and FIR models. The basic approach is to embed the unwindowed problem in a larger prewindowed problem and then eliminate superfluous terms in the lattice. Initializations are given to allow the lattice to use no initial parameter estimates or to include initial parameter estimates with desired weightings in the quadratic criterion for parameter estimation. A numerical example is given
Keywords :
adaptive filters; digital filters; filtering and prediction theory; least squares approximations; parameter estimation; AR model; FIR model; RLS estimation; adaptive lattice algorithms; initial parameter estimates; initialisations; least squares estimation problems; parameter estimation; prewindowed problem; quadratic criterion; unwindowed lattice filter; Finite impulse response filter; Lattices; Least squares approximation; Least squares methods; Parameter estimation; Resonance light scattering;
Journal_Title :
Signal Processing, IEEE Transactions on
