Title :
A comparison between two measures of convergence in recursive-window based spectrum estimation
Author :
Amin, Moeness G.
Author_Institution :
Dept. of Electr. Eng., Villanova Univ., PA, USA
fDate :
8/1/1990 12:00:00 AM
Abstract :
It is shown that approximations of the infinite impulse response (IIR) of a single-pole filter by a rectangular finite impulse response (FIR) through either the effective window length approach or the least squares inverse filtering approach yield the same results. Both the least squares inverse filter method and the effective window length can be used as measures of convergence in recursive-window based spectrum estimators. An algebraic proof is given to show that both measures take the same value for the commonly used single-pole exponential window
Keywords :
digital filters; least squares approximations; spectral analysis; FIR filter; IIR filter; approximations; convergence measures; effective window length; infinite impulse response; least squares inverse filtering; rectangular finite impulse response; recursive window spectrum estimation; single-pole exponential window; single-pole filter; Adaptive filters; Adaptive signal processing; Autocorrelation; Bandwidth; Convergence; Finite impulse response filter; IIR filters; Least squares approximation; Length measurement; Spectral analysis;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
