Covariance Lattice Instrumental Variable Algorithm for Spectral Estimation

스펙트럼 추정을 위한 공분산 기구변수 격자 앨고리즘

The last few years have seen a rapid development of so-called lattice algorithms for the fast solution of finite date algorithms. So far, most of the work on ladder form has been done for the prewindowed case. In this paper, the covariance lattice algorithm for instrumental variable recusions is presented. This algorithm can be used in various areas of adaptive signal processing, spectral estimation and system identification. The behavior of the proposed algorithm is illustrated by some simulation results for spectral estimation.