Computing the minimum-phase filter using the QL-factorization
IEEE Transactions on Signal Processing
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This paper presents a novel approach for computing both the minimum-phase filter and the associated all-pass filter in a computationally efficient way using fast QL-factorization. A desirable property of this approach is that the complexity is independent of the size of the matrix being QL-factorized. Instead, the complexity scales with the required precision of the filters as well as the filter length.