Time domain design of stable recursive digital filters
Abstract
The method is presented, whereby a given discrete, finite-time, impulse repsonse is approximated by the response of an nth order recursive filter. The approximation is performed in the time domain and is derived on the basis of the minimum squared error between the desired impulse response and the impulse response of the recursive filter model. It is proven that the method converges to a solution which may be an interior stationary point, where the gradient is zero, or, because of the constraint, a stationary point on the boundary, where the gradient vector is perpendicular to the boundary tangent plane. A computational algorithm is developed that performs the operations of the method. Both one- and two-dimensional numerical filter problems are presented to demonstrate the usefulness of the algorithm to the problem of estimating spectral parameters.
- Publication:
-
Ph.D. Thesis
- Pub Date:
- 1974
- Bibcode:
- 1974PhDT........62B
- Keywords:
-
- Digital Filters;
- Time;
- Algorithms;
- Errors;
- Independent Variables;
- Recursive Functions;
- Electronics and Electrical Engineering