Title :
Remarks on the minimum phase property of optimal prediction error filters and some related questions
Author :
Mecklenbräuker, Wolfgang F G
Author_Institution :
Inst. fur Nachrichtentech. und Hochfrequenztech., Tech. Univ. Wien, Austria
fDate :
4/1/1998 12:00:00 AM
Abstract :
The minimum-phase property of optimal linear one-step prediction-error filters is proved for a quite large group of different error criteria. From specific examples it follows that neither optimal prediction filters nor optimal multistep prediction-error filters need to be minimum-phase.
Keywords :
circuit optimisation; error analysis; filtering theory; prediction theory; MSE criterion; error criteria; minimum phase property; one-step prediction-error filters; optimal multistep prediction-error filters; optimal prediction error filters; Filtering theory; Finite impulse response filter; Frequency domain analysis; Mean square error methods; Nonlinear filters; Poles and zeros; Signal design; Stochastic processes; Transfer functions;
Journal_Title :
Signal Processing Letters, IEEE
