Numerically robust least-squares lattice-ladder algorithms with direct updating of the reflection coefficients

@article{Ling1986NumericallyRL,
  title={Numerically robust least-squares lattice-ladder algorithms with direct updating of the reflection coefficients},
  author={Fuyun Ling and Dimitris G. Manolakis and John G. Proakis},
  journal={IEEE Trans. Acoustics, Speech, and Signal Processing},
  year={1986},
  volume={34},
  pages={837-845}
}
New time-recursive equations are derived for the reflection coefficients and the ladder gains in the a priori and a posteriori forms of the exact least-squares (LS) lattice-ladder filtering algorithms. The numerical accuracy of the LS lattice-ladder algorithms obtained by use of these new direct time update equations is analyzed and compared to the accuracy resulting from the conventional LS lattice-ladder algorithms. The analysis and a number of simulation results which are presented lead us… CONTINUE READING
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