Fast evaluation of an integral occurring in digital filtering applications

A fast evaluation procedure for the integral I_m,n,p=1/2πj∯_|z|=1H_m,n(z)H _m,n(z^-1)z^p-1dz for arbitrary nonnegative integer-valued m, n, and p, is presented, where H_m,n (z)=Σ_k=0^mb_m,kz^-k /Σ_l=0ⁿa_n,lz^-1,a _n,0≠0 is the transfer function of an arbitrary digital filter. Evaluation of this integral frequently appears in control, communication, and digital filtering. A notable result is the one-term recursion on p, for arbitrary but fixed nonnegative integers m and n. The computational complexity is analyzed, and two illustrative examples demonstrate some of the advantages of this approach