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Generalized Levinson algorithm and universal lattice filters

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Radiophysics and Quantum Electronics Aims and scope

Abstract

Levinson's well-known algorithm for finding the triangular factors of matrices that are inverses of Toeplitz matrices is extended to the case of correlation matrices of arbitrary structure. Universal lattice filters are synthesized on this basis that are suitable for use in various types of signal-processing systems.

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Authors
  1. D. I. Lekhovitskii
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Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 35, No. 9-10, pp. 790–808, September–October, 1992.

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Lekhovitskii, D.I. Generalized Levinson algorithm and universal lattice filters. Radiophys Quantum Electron 35, 509–520 (1992). https://doi.org/10.1007/BF01044971

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  • DOI: https://doi.org/10.1007/BF01044971

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