Accession Number : ADA137554

Title :   An Overview of Recursive Least Squares Estimation and Lattice Filters.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA INFORMATION SYSTEMS LAB

Personal Author(s) : Turner,J M

PDF Url : ADA137554

Report Date : Jan 1984

Pagination or Media Count : 72

Abstract : This overview presents the derivation of the recursive least squares lattice filter using a recursive extension of the standard block data Levinson least squares solution. The linear predictor filter presented here has been widely used for synthesis of speech waveforms, deconvolution of seismic data, high resolution spectral estimation, adaptive line enhancement, adaptive noise cancelling and adaptive antenna array processing. The ideas embodied in this estimation technique are derived from the work of many individuals since 1970.

Descriptors :   *Mathematical filters, *Least squares method, *Recursive functions, Estimates, Digital filters, Transfer functions, Algorithms, Approximation(Mathematics), Coefficients, Equations

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE