A NEWTON-RAPHSON METHOD FOR MOVING-AVERAGE SPECTRAL FACTORIZATION USING THE EUCLID ALGORITHM

被引：28

作者：

DEMEURE, CJ ^{[1
]}

MULLIS, CT ^{[1
]}

机构：

[1] UNIV COLORADO,DEPT ELECT & COMP ENGN,BOULDER,CO 80309

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1990年 / 38卷 / 10期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/29.60101

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

In this paper, we present an implementation of the Newton–Raphson approach to compute the minimum phase moving-average spectral factor of a finite positive definite correlation sequence. Each step in the successive approximation method involves a system of linear equations that is solved using either the Levinson algorithm backwards (the Jury stability test), or a symmetrized version of the Euclid algorithm. Various properties of the Newton–Raphson map are studied. The algorithm is generalized to other symmetries (other than with respect to the unit circle). The special case of the symmetry with respect to the imaginary axis is also presented and related to the Routh–Hurwitz stability test for continuous time transfer functions. © 1990 IEEE

引用

页码：1697 / 1709

页数：13

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