An unwindowed multichannel lattice filter with orthogonal channels

Authors:
Shyh-Biau Jiang;S. Gibson
Affiliations:
Nat. Central Univ., Chung-Li;-
Venue:
IEEE Transactions on Signal Processing
Year:
1995

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Abstract

An unwindowed (or covariance) multichannel lattice filter for recursive least-squares estimation is derived. The channels are orthogonalized to eliminate the need for matrix inversion. The channel-orthogonalization process leads to forward-propagating and backward-propagating blocks in both the lattice filter and the model-parameter construction algorithm. These blocks are particularly suitable for array processing, as illustrated by arrays presented in the paper