A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering
dc.contributor.author | Pan, J. | en_US |
dc.contributor.author | Levine, William S. | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T09:50:58Z | |
dc.date.available | 2007-05-23T09:50:58Z | |
dc.date.issued | 1992 | en_US |
dc.description.abstract | A Levinson-type recursion for a class of non-Teoplitz systems of linear equations is demonstrated. A complete solution is expressed as a linear combination of a partial solution and three auxiliary solutions. The class of systems possesses a special structure in that the coefficient matrices can be partitioned into four block Teoplitz submatrices. The number of multiplications and additions required to compute an n- dimensional solution if O(n2). The recursion is then applied to multichannel IIR filtering. Specifically, a lattice structure is established for linear minimum mean square error predictors having independently and arbitrarily specified numbers of poles and zeros. Next the recursion is used to develop a fast time and order recursive algorithm for ARX system identification, producing parameter estimates of family of ARX models. The algorithm preserves consistency of the well-known recursive least-squares algorithm. | en_US |
dc.format.extent | 950814 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/5246 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 1992-65 | en_US |
dc.subject | filtering | en_US |
dc.subject | signal processing | en_US |
dc.subject | adaptive control | en_US |
dc.subject | Intelligent Servomechanisms | en_US |
dc.title | A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering | en_US |
dc.type | Technical Report | en_US |
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