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- W2025889728 abstract "The authors describe the behavior of the partial correlation coefficients of lattice filters based on the recursive least squares (RLS) algorithm in the presence of a nonstationary input. The input is an autoregressive (AR) process and the coefficients of the generating filter are allowed to change with time, leading to a time-varying autocorrelation function at the input. For such an input the optimal Wiener-Hopf coefficients of a lattice filter are found. These are compared with the expected PARCOR coefficients of the RLS lattice filter, which are a function of the weighting parameter. It is shown that the PARCOR coefficients of the RLS lattice filter have two terms and tend to the Wiener-Hopf optimal weights asymptotically.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W2025889728 date "1993-01-01" @default.
- W2025889728 modified "2023-09-24" @default.
- W2025889728 title "Time-varying behavior of the PARCOR coefficients of lattice filters with nonstationary AR inputs" @default.
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- W2025889728 doi "https://doi.org/10.1109/icassp.1993.319515" @default.
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