Generating covariance sequences and the calculation of quantization and rounding error variances in digital filters

摘要: A linear algorithm is given for the generation of covariance sequences rational digital filters using numerator and denominator coefficients directly. There no need to solve a Lyapunov equation or residues spectrum, as in other methods. By appealing certain results from theory inners, we show that provides unique solution, provided only filter stable. Our may be used compute error variances due product rounding signal quantization, generate strings {r_{k}}min{0}\max{K} studies involving second-order properties filters.