Comparing LS FIR filtering and l-step ahead linear prediction

Papaodysseus Constantin, N; Carayannis, George; Koukoutsis Elias, B; Kayafas, Eleftherios

dc.contributor.author	Papaodysseus Constantin, N	en
dc.contributor.author	Carayannis, George	en
dc.contributor.author	Koukoutsis Elias, B	en
dc.contributor.author	Kayafas, Eleftherios	en
dc.date.accessioned	2014-03-01T01:09:19Z
dc.date.available	2014-03-01T01:09:19Z
dc.date.issued	1993	en
dc.identifier.issn	1053-587X	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/10903
dc.subject	Finite Impulse Response	en
dc.subject	Fir Filter	en
dc.subject	Least Square	en
dc.subject	Linear Predictive	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	Digital filters	en
dc.subject.other	Digital signal processing	en
dc.subject.other	Least squares approximations	en
dc.subject.other	Matrix algebra	en
dc.subject.other	Vectors	en
dc.subject.other	Autocorrelation coefficients constraints	en
dc.subject.other	L-step ahead linear prediction	en
dc.subject.other	LS FIR filtering	en
dc.subject.other	Supremums	en
dc.subject.other	Toeplitz matrices	en
dc.subject.other	Signal filtering and prediction	en
dc.title	Comparing LS FIR filtering and l-step ahead linear prediction	en
heal.type	journalArticle	en
heal.identifier.primary	10.1109/78.193216	en
heal.identifier.secondary	http://dx.doi.org/10.1109/78.193216	en
heal.language	English	en
heal.publicationDate	1993	en
heal.abstract	A comparative study of the l-step ahead linear prediction and LS FIR filtering problems is done in this paper, with emphasis on the numerical behavior of the resulting Toeplitz systems. It is shown that, although these systems are similar, the constraints on the autocorrelation coefficients fundamentally differentiate them. In the process of doing so, a new algorithmic scheme for the computation of the lagged lattice coefficients is developed, which exhibits fundamentally improved numerical behavior. Moreover, explicit formulas for the supremums of the absolute values of both the lagged lattice and filter coefficients are found theoretically and are experimentally confirmed by using the proposed algorithm. Finally, the bounds of the LS FIR filter coefficients are treated in comparison with the supremums of the lagged quantities.	en
heal.publisher	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC	en
heal.journalName	IEEE Transactions on Signal Processing	en
dc.identifier.doi	10.1109/78.193216	en
dc.identifier.isi	ISI:A1993KL82300022	en
dc.identifier.volume	41	en
dc.identifier.issue	2	en
dc.identifier.spage	768	en
dc.identifier.epage	780	en