Title :
Connection between multichannel prediction error filter and spectral factorisation
Author :
Cook, J.G. ; Elliott, S.J.
Author_Institution :
Inst. of Sound & Vibration Res., Southampton Univ., UK
fDate :
7/22/1999 12:00:00 AM
Abstract :
A decorrelation technique is used to derive the matrix of causal filters which will reduce any multichannel correlated and coloured data to the underlying set of uncorrelated unit variance white innovation signals. This filter matrix has a stable causal inverse which forms one part of the spectral factorisation of the data set, as used in multichannel Wiener filtering
Keywords :
Wiener filters; decorrelation; errors; filtering theory; matrix algebra; prediction theory; causal filters; decorrelation technique; filter matrix; multichannel Wiener filtering; multichannel coloured data; multichannel data; multichannel prediction error filter; spectral factorisation; stable causal inverse; uncorrelated unit variance white innovation signals;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19990838
