Causal Wiener filter banks for periodically correlated time series
Signal Processing
| Hi-index | 35.68 |
Designing good causal filters for perfect reconstruction (PR) filter banks is a challenging task due to the unusual nature of the design constraints. We present a new least squares (LS) design methodology for approximating PRFBs that avoids most of these difficult constraints. The designer first selects a set of subband analysis filters from an almost unrestricted class of rational filters. Then, given some desired reconstruction delay, this design procedure produces the causal and rational synthesis filters that result in the best least squares approximation to a PRFB. This technique is built on a multi-input multi-output (MIMO) system model for filter banks derived from the filter bank polyphase representation. Using this model, we frame the LS approximation problem for PRFBs as a causal LS equalization problem for MIMO systems. We derive the causal LS solution to this design problem and present an algorithm for computing this solution. The resulting algorithm includes a MIMO spectral factorization that accounts for most of the complexity and computational cost for this design technique. Finally, we consider some design examples and evaluate their performance