This paper presents a tutorial review of lattice structures and their use for adaptive prediction of time series Lattice filters associated with stationary covariance sequences and their properties are discussed The least squares prediction problem is defined for the given data case, and it is shown that many of the currently used lattice methods are actually approximations to the stationary least squares solution The recently developed class of adaptive least squares lattice algorithms are described in detail, both in their unnormalized and normalized forms The performance of the adaptive least squares lattice algorithm is compared to that of some gradient adaptive methods Lattice forms for ARMA processes, for joint process estimation, and for the sliding-window covariance case are presented The use of lattice structures for efficient factorization of covariance matrices and solution of Toeplitz sets of equations is briefly discussed

Lattice filters for adaptive processing

The evolution of CORDIC, an iterative arithmetic computing algorithm capable of evaluating various elementary functions using a unified shift-and-add approach, and of CORDIC processors is reviewed. A method to utilize a CORDIC processor array to implement digital signal processing algorithms is presented. The approach is to reformulate existing DSP algorithms so that they are suitable for implementation with an array performing circular or hyperbolic rotation operations. Three categories of algorithm are surveyed: linear transformations, digital filters, and matrix-based DSP algorithms. >

CORDIC-based VLSI architectures for digital signal processing

The properties of digital all-pass filters are reviewed and a broad overview of the diversity of applications in digital filtering is provided. Starting with the definition and basic properties of a scalar all-pass function, a variety of structures satisfying the all-pass property are assembled, with emphasis placed on the concept of structural losslessness. Applications are then outlined in notch filtering, complementary filtering and filter banks, multirate filtering, spectrum and group-delay equalization, and Hilbert transformations. In all cases, the structural losslessness property induces very robust performance in the face of multiplier coefficient quantization. Finally, the state-space manifestations of the all-pass property are explored, and it is shown that many all-pass filter structures are devoid of limit cycle behavior and feature very low roundoff noise gain. >

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The digital all-pass filter: a versatile signal processing building block

Recursive least squares ladder estimation algorithms have attracted much attention recently because of their excellent convergence behavior and fast parameter tracking capability, compared to gradient based algorithms. We present some recently developed square root normalized exact least squares ladder form algorithms that have fewer storage requirements, and lower computational requirements than the unnormalized ones. A Hilbert space approach to the derivations of magnitude normalized signal and gain recursions is presented. The normalized forms are expected to have even better numerical properties than the unnormalized versions. Other normalized forms, such as joint process estimators (e.g., "adaptive line enhancer") and ARMA (pole-zero) models, will also be presented. Applications of these algorithms to fast (or "zero") startup equalizers, adaptive noise- and echo cancellers, non-Gaussian event detectors, and inverse models for control problems are also mentioned.

Recursive least squares ladder estimation algorithms

http://ieeexplore.ieee.org/iel6/53/26079/01162225.pdf

The acoustics, speech, and signal processing society - A historical perspective

A normalized digital filter structure is presented, based upon an orthonormal polynomial expansion. This structure is recursively designed, has several predictable stability properties in the presence of time-varying parameters, and appears to have roundoff noise properties which are superior to other known filter structures, particularly in the presence of clustered poles. Each section of the filter can be precisely implemented by one complex multiply.

J. Markel

Papers

A normalized digital filter structure