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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Panahi, I.M.S. Venkat, K. |
| Copyright Year | 2002 |
| Description | Author affiliation: Dept. of Electr. Eng., Texas Univ., Dallas, TX (Panahi, I.M.S.; Venkat, K.) |
| Abstract | In signal processing problems involving quadratic performance functional and stationary signals, solutions often involve a first stage of filtering called whitening. The whitening filter is a characterization of the signal power spectrum. For this reason, whitening and spectral estimation problems are closely related. The whitening filter obtained by Yule-Walker equations uncorrelates N samples of the output with the past input samples (beyond the zero lag) as seen by the orthogonality principle. It does not constrain the output samples to be uncorrelated with each others or to have pre-defined autocorrelation values for finite number of samples. The latter is typically achieved by additional filtering process approximately. In this paper we consider finding the unique minimum order, minimum phase FIR filter $F_{M}$ (z) from the input-output autocorrelation equations directly such that for the colored input process u(n) the output y(n) has N pre-defined zero or nonzero autocorrelation samples. The input-output correlation equation is quadratic in the coefficients of $F_{M}$ (z) but is solved linearly. Existence and derivation of the $F_{M}$ (z) are addressed. Application and performance of such filters for spectral shaping and narrow band signal generation are shown and compared with the traditional whitening filters using Yule-Walker equations |
| Starting Page | 817 |
| Ending Page | 822 |
| File Size | 222492 |
| Page Count | 6 |
| File Format | |
| ISBN | 0780394038 |
| DOI | 10.1109/SSP.2005.1628706 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2005-07-17 |
| Publisher Place | Russia |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Finite impulse response filter Narrowband Equations Autocorrelation Signal processing Filtering System identification Signal generators Vectors Nonlinear filters |
| Content Type | Text |
| Resource Type | Article |
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