Title :
An adaptive ARMA four-line lattice filter for spectral estimation with frequency weighting
Author :
Haseyama, Miki ; Nagai, Nobuo ; Miki, Nobuhiro
Author_Institution :
Res. Inst. for Electron. Sci., Hokkaido Univ., Japan
fDate :
6/1/1993 12:00:00 AM
Abstract :
A method for designing an adaptive four-line lattice filter which can perform frequency-weighting spectral estimation, which provides more accurate spectral estimation for some frequency bands than for others, is proposed. Using a suitable frequency-weighting function, denoted as an ARMA (autoregressive moving-average) model, an estimated spectrum is obtained by arbitrarily weighing some frequency bands more heavily than others. if the frequency-weighting function has the property of a low-pass filter, the spectrum of the reference model can be estimated accurately with a reduced ARMA order in the low-frequency band. Spectra of time-varying models can be estimated with an exponentially weighted sliding window, and the input signal of the reference model can be estimated by assumption. The order-update and the time-update recursive formulas and the frequency-weighting method for the filter are described. The algorithm is verified by experimental results
Keywords :
adaptive filters; filtering and prediction theory; lattice theory and statistics; parameter estimation; signal processing; spectral analysis; ARMA model; adaptive four-line lattice filter; autoregressive moving-average; digital signal processing; exponentially weighted sliding window; frequency weighting; low-pass filter; order-update recursive formulas; reference model; spectral estimation; time-update recursive formulas; time-varying models; Adaptive filters; Biomedical engineering; Design methodology; Digital signal processing; Frequency estimation; Geophysics; Lattices; Low pass filters; Noise robustness; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on