The design of FIR and IIR filters which are equivalent to a least-squares process

The design of FIR and IIR filters which are equivalent to a least-squares process

A procedure for designing a finite-impulse-response (FIR) filter which yields results identical to a moving least squares estimation procedure is presented. The FIR method is computationally more efficient than the least-squares process. The structure of the filter weights of the FIR filter allows o...

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Veröffentlicht in:IEEE transactions on signal processing 1993-02, Vol.41 (2), p.939-942
Hauptverfasser: Holtz, H., Campbell, B.J.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Finite impulse response filter
IIR filters
Information, signal and communications theory
Least squares approximation
Signal and communications theory
Signal, noise
Telecommunications and information theory
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Zusammenfassung:A procedure for designing a finite-impulse-response (FIR) filter which yields results identical to a moving least squares estimation procedure is presented. The FIR method is computationally more efficient than the least-squares process. The structure of the filter weights of the FIR filter allows one to construct an infinite-impulse-response (IIR) filter, which is even more computationally efficient.< >
ISSN:1053-587X
1941-0476
DOI:10.1109/78.193231