CHAPTER 41 Lattice Filter Algorithms
Figure 41.1 illustrates how the error variables {rM (i) , bM (i), fM(i)} are related in terms of the reflection coefficients
, as was described in Chapter 40. It should be noted that the recursions listed in Table 40.1 help characterize almost fully the operation of the structure shown in the figure. The only missing piece of information is to know how to update the error sequence
This fact is indicated schematically in Fig. 41.1 by the boxes with question marks. It is the update of these variables that is determined by data structure, and figuring out their update is the key to achieving an efficient algorithm; by efficient we mean O(M) operations per iteration for a filter of order M.
FIGURE 41.1 Relations among the residuals {rM(i), fM(i), bM(i)}. The boxes with question marks indicate that we still need to develop a relation between
This relation turns out to be a function of data structure. For example, if the regressors have shift structure, then the question marks will be replaced by pure delays, z−1. Other data structures would lead ...
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