• DocumentCode
    1554424
  • Title

    Connection between multichannel prediction error filter and spectral factorisation

  • Author

    Cook, J.G. ; Elliott, S.J.

  • Author_Institution
    Inst. of Sound & Vibration Res., Southampton Univ., UK
  • Volume
    35
  • Issue
    15
  • fYear
    1999
  • fDate
    7/22/1999 12:00:00 AM
  • Firstpage
    1218
  • Lastpage
    1220
  • Abstract
    A decorrelation technique is used to derive the matrix of causal filters which will reduce any multichannel correlated and coloured data to the underlying set of uncorrelated unit variance white innovation signals. This filter matrix has a stable causal inverse which forms one part of the spectral factorisation of the data set, as used in multichannel Wiener filtering
  • Keywords
    Wiener filters; decorrelation; errors; filtering theory; matrix algebra; prediction theory; causal filters; decorrelation technique; filter matrix; multichannel Wiener filtering; multichannel coloured data; multichannel data; multichannel prediction error filter; spectral factorisation; stable causal inverse; uncorrelated unit variance white innovation signals;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19990838
  • Filename
    790758
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1554424