An adaptive ARMA four-line lattice filter for spectral estimationwith frequency weighting |
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Authors: | Haseyama M Nagai N Miki N |
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Affiliation: | Res. Inst. for Electron. Sci., Hokkaido Univ.; |
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Abstract: | A method for designing an adaptive four-line lattice filter which can perform frequency-weighting spectral estimation, which provides more accurate spectral estimation for some frequency bands than for others, is proposed. Using a suitable frequency-weighting function, denoted as an ARMA (autoregressive moving-average) model, an estimated spectrum is obtained by arbitrarily weighing some frequency bands more heavily than others. if the frequency-weighting function has the property of a low-pass filter, the spectrum of the reference model can be estimated accurately with a reduced ARMA order in the low-frequency band. Spectra of time-varying models can be estimated with an exponentially weighted sliding window, and the input signal of the reference model can be estimated by assumption. The order-update and the time-update recursive formulas and the frequency-weighting method for the filter are described. The algorithm is verified by experimental results |
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