Title :
A fast algorithm for optimal linear interpolation
Author :
Khansari, Masoud R K ; Leon-Garcia, A.
Author_Institution :
Dept. of Electr. Eng., Toronto Univ., Ont., Canada
fDate :
9/1/1993 12:00:00 AM
Abstract :
A fast algorithm for computing the optimal linear interpolation filter is developed. The algorithm is based on the Sherman-Morrison inversion formula for symmetric matrices. The relationship between the derived algorithm and the Levinson algorithm is illustrated. It is shown that the new algorithm, in comparison with the well-known algorithms, requires fewer multiplications and hence is of lower complexity
Keywords :
filtering and prediction theory; interpolation; matrix algebra; Levinson algorithm; Sherman-Morrison inversion formula; fast algorithm; interpolation filter; optimal linear interpolation; symmetric matrices; Bismuth; Deconvolution; Digital communication; Equalizers; Equations; Interpolation; Recursive estimation; Signal processing; Signal processing algorithms; Writing;
Journal_Title :
Signal Processing, IEEE Transactions on
