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
Link To Document