Fast evaluation of an integral occurring in digital filteringapplications |
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Authors: | Jongtae Chun Bose NK |
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Affiliation: | Dept. of Electr. Eng., Pennsylvania State Univ., University Park, PA; |
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Abstract: | A fast evaluation procedure for the integral Im,n,p=1/2πj∯|z|=1Hm,n(z)H m,n(z-1)zp-1dz for arbitrary nonnegative integer-valued m, n, and p, is presented, where Hm,n (z)=Σk=0mbm,kz-k /Σl=0nan,lz-1,a n,0≠0 is the transfer function of an arbitrary digital filter. Evaluation of this integral frequently appears in control, communication, and digital filtering. A notable result is the one-term recursion on p, for arbitrary but fixed nonnegative integers m and n. The computational complexity is analyzed, and two illustrative examples demonstrate some of the advantages of this approach |
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