Recursive digital filter design via covariance sequence approximation

作者: A. Beex , L. Scharf

DOI: 10.1109/TASSP.1981.1163509

关键词:

摘要: In this paper we propose a modified solution to the general nonlinear least-squares approximation problem for digital filter design. We choose approximate covariance sequence associated with an ideal because it arises more naturally in spectrum matching problems than does unit pulse response sequence. The design procedure resulting from our approach requires rooting of nth-order polynomial, system linear equations, and calculation (2n - 1)-point DFT ARMA (2n, 2(n 1)) filter.

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