DocumentCode
775350
Title
Least squares order-recursive lattice smoothers
Author
Yuan, Jenq-Tay ; Stuller, John A.
Author_Institution
Dept. of Electron. Eng., Fu Jen Catholic Univ., Taipei, Taiwan
Volume
43
Issue
5
fYear
1995
fDate
5/1/1995 12:00:00 AM
Firstpage
1058
Lastpage
1067
Abstract
Conventional least squares order-recursive lattice (LSORL) filters use present and past data values to estimate the present value of a signal. This paper introduces LSORL smoothers which use past, present and future data for that purpose. Except for an overall delay needed for physical realization, LSORL smoothers can substantially outperform LSORL filters while retaining all the advantages of an order-recursive structure
Keywords
adaptive filters; lattice filters; least squares approximations; recursive filters; smoothing methods; adaptive LS lattice filters; delay; future data; least squares order-recursive lattice; order-recursive structure; past data; present data; recursive lattice filters; recursive lattice smoothers; Delay estimation; Estimation error; Finite impulse response filter; Kalman filters; Lattices; Least squares approximation; Least squares methods; Mean square error methods; Nonlinear filters; Transversal filters;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.382393
Filename
382393
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