• DocumentCode
    952636
  • Title

    A fast algorithm for optimal linear interpolation

  • Author

    Khansari, Masoud R K ; Leon-Garcia, A.

  • Author_Institution
    Dept. of Electr. Eng., Toronto Univ., Ont., Canada
  • Volume
    41
  • Issue
    9
  • fYear
    1993
  • fDate
    9/1/1993 12:00:00 AM
  • Firstpage
    2934
  • Lastpage
    2937
  • Abstract
    A fast algorithm for computing the optimal linear interpolation filter is developed. The algorithm is based on the Sherman-Morrison inversion formula for symmetric matrices. The relationship between the derived algorithm and the Levinson algorithm is illustrated. It is shown that the new algorithm, in comparison with the well-known algorithms, requires fewer multiplications and hence is of lower complexity
  • Keywords
    filtering and prediction theory; interpolation; matrix algebra; Levinson algorithm; Sherman-Morrison inversion formula; fast algorithm; interpolation filter; optimal linear interpolation; symmetric matrices; Bismuth; Deconvolution; Digital communication; Equalizers; Equations; Interpolation; Recursive estimation; Signal processing; Signal processing algorithms; Writing;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.236515
  • Filename
    236515