Title :
Recursive second-order Volterra filtering using new lattice structure
Author :
Kinjo, Tsukasa ; Yamashita, Katsumi ; Hanbe, S. ; Kinjo, Hideki ; Hamada, Nozomu
Author_Institution :
Dept. of Electr. & Electron. Eng., Ryukyus Univ., Okinawa, Japan
Abstract :
We propose a method of designing a Volterra filter with lattice structure and deal with the nonlinear prediction problem using this filter. The proposed filter model is a second-order autoregressive (AR) model. Then, the least-squares lattice (LSL) algorithm is used to update the filter coefficients. The size and shape of the coefficient support region of the proposed lattice filter can be chosen arbitrarily. This is the validity of the proposed algorithm. The effectiveness of the proposed model is evaluated using digital computer simulations
Keywords :
Volterra series; autoregressive processes; filtering theory; identification; least squares approximations; prediction theory; coefficient support region; filter model; lattice structure; least-squares lattice algorithm; nonlinear prediction problem; recursive second-order Volterra filtering; second-order autoregressive model; Computer simulation; Design engineering; Design methodology; Filtering theory; Lattices; Noise cancellation; Nonlinear filters; Nonlinear systems; Shape; Signal processing algorithms;
Conference_Titel :
Systems, Man, and Cybernetics, 1997. Computational Cybernetics and Simulation., 1997 IEEE International Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-4053-1
DOI :
10.1109/ICSMC.1997.637505
