• DocumentCode
    1104750
  • Title

    A derivation of the complex fast Kalman algorithm

  • Author

    Alexander, S.T.

  • Author_Institution
    North Carolina State University, Raleigh, NC
  • Volume
    32
  • Issue
    6
  • fYear
    1984
  • fDate
    12/1/1984 12:00:00 AM
  • Firstpage
    1230
  • Lastpage
    1232
  • Abstract
    A derivation of a complex-domain recursive linear prediction algorithm with a reduced number of computations is presented. It is denoted the complex fast Kalman algorithm by virtue of its similarity to the real domain algorithm of that name. It is seen to be very similar to real domain fast Kalman, when complex conjugation is considered in formulating the error measure.
  • Keywords
    Acoustics; Argon; Equations; Error correction; Kalman filters; Least squares methods; Prediction algorithms; Recurrent neural networks; Signal processing algorithms; Speech processing;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164470
  • Filename
    1164470