An Overview of Recursive Least Squares Estimation and Lattice Filters.
STANFORD UNIV CA INFORMATION SYSTEMS LAB
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This overview presents the derivation of the recursive least squares lattice filter using a recursive extension of the standard block data Levinson least squares solution. The linear predictor filter presented here has been widely used for synthesis of speech waveforms, deconvolution of seismic data, high resolution spectral estimation, adaptive line enhancement, adaptive noise cancelling and adaptive antenna array processing. The ideas embodied in this estimation technique are derived from the work of many individuals since 1970.
- Statistics and Probability