Least Squares Order-Recursive Lattice Smoothers

Author

Jenq Tay Yuan
John A. Stuller, Missouri University of Science and TechnologyFollow

Abstract

Conventional Least Squares Order-Recursive Lattice (LSORL) Filters Use Present and Past Data Values to Estimate the Present Value of a Signal. This Paper Introduces LSORL Smoothers Which Use Past, Present and Future Data for that Purpose. Except for an overall Delay Needed for Physical Realization, LSORL Smoothers Can Substantially Outperform LSORL Filters While Retaining All the Advantages of an Order-Recursive Structure. © 1995 IEEE

Recommended Citation

J. T. Yuan and J. A. Stuller, "Least Squares Order-Recursive Lattice Smoothers," IEEE Transactions on Signal Processing, vol. 43, no. 5, pp. 1058 - 1067, Institute of Electrical and Electronics Engineers, Jan 1995.

The definitive version is available at https://doi.org/10.1109/78.382393

Department(s)

Electrical and Computer Engineering

International Standard Serial Number (ISSN)

1941-0476; 1053-587X

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2023 Institute of Electrical and Electronics Engineers, All rights reserved.

Publication Date

01 Jan 1995