A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering

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dc.contributor.authorPan, J.en_US
dc.contributor.authorLevine, William S.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:50:58Z
dc.date.available2007-05-23T09:50:58Z
dc.date.issued1992en_US
dc.description.abstractA 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.extent950814 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5246
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1992-65en_US
dc.subjectfilteringen_US
dc.subjectsignal processingen_US
dc.subjectadaptive controlen_US
dc.subjectIntelligent Servomechanismsen_US
dc.titleA Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filteringen_US
dc.typeTechnical Reporten_US

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