• DocumentCode
    786106
  • Title

    A new unwindowed lattice filter for RLS estimation

  • Author

    Chen, Shiaw-Wu ; Gibson, James S.

  • Author_Institution
    California Univ., Los Angeles, CA, USA
  • Volume
    40
  • Issue
    9
  • fYear
    1992
  • fDate
    9/1/1992 12:00:00 AM
  • Firstpage
    2158
  • Lastpage
    2165
  • 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;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.157216
  • Filename
    157216
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=786106