report · Digital Repository at the University of Maryland (University of Maryland College Park) · 1992

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

Pan, J., Levine, William S.

Cited by 0Open access

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.

Cite this paper

APA 7

Pan, J., & Levine, W. S. (1992). A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering. Digital Repository at the University of Maryland (University of Maryland College Park).

MLA 9

Pan, J., and William S. Levine. “A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering.” Digital Repository at the University of Maryland (University of Maryland College Park), 1992.

Chicago

Pan, J., and William S. Levine. 1992. “A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering.” Digital Repository at the University of Maryland (University of Maryland College Park).

Harvard

Pan, J. and Levine, W.S. (1992) ‘A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering’, Digital Repository at the University of Maryland (University of Maryland College Park).

BibTeX

@article{pan1992levinson,
  title = {{A Levinson-Type Algorithm for A Class of Non-Teoplitz Systems with Applications to Multichannel IIR Filtering}},
  author = {Pan, J. and Levine, William S.},
  journal = {Digital Repository at the University of Maryland (University of Maryland College Park)},
  year = {1992}
}

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