- Title
- Interrelations between continuous and discrete lattice filter structures
- Creator
- Weller, Steven R.; Feuer, Arie; Goodwin, Graham C.; Poor, H. Vincent
- Relation
- IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing Vol. 40, Issue 11, p. 705-713
- Publisher Link
- http://dx.doi.org/10.1109/82.251838
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 1993
- Description
- Lattice filter structures have a long history in the filtering and prediction of discrete-time signals. Often these discrete-time signals arise from the sampling of an underlying continuous-time process, and the limiting behavior of the filter as the sampling rate increases is rarely considered. In this paper it is shown that this issue is resolved if the standard formulation of the lattice filter structure, based on the forward shift operator, is replaced by an alternative formulation based on the incremental difference, or delta, operator. The paper contains two contributions. First, the continuous and discrete lattice algorithms are presented in a unified framework, thereby revealing their common structure. Secondly, it is shown that when the discrete-time signal is obtained by sampling an underlying continuous-time process, the lattice filter corresponding to the discrete case converges, in a well-defined sense, to the solution of the underlying continuous problem as the sampling period approaches zero.
- Subject
- lattice filter structures; sampling rate; continuous lattice algorithms; delta operator; incremental difference operator
- Identifier
- http://hdl.handle.net/1959.13/30730
- Identifier
- uon:2699
- Identifier
- ISSN:1057-7130
- Rights
- Copyright © 1993 IEEE. Reprinted from IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing, Vol. 40, Issue 11, p. 705-713. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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