Lattice structures for time-variant interpolation problems
- 24 August 2005
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 116-121
- https://doi.org/10.1109/cdc.1992.371778
Abstract
The authors derive a recursive solution for a general time-variant interpolation problem of the Hermite-Fejer type, based on a fast algorithm for the recursive triangular factorization of time-variant structured matrices. The solution follows from studying the properties of an associated transmission-line. The line can be drawn as a cascade of first-order lattice sections, where each section is composed of a rotation matrix followed by a storage element and a tapped-delay filter. An application of the recursive algorithm to a so-called model validation (or Caratheodory-Fejer) problem is discussed Author(s) Sayed, A.H. Inf. Syst. Lab., Stanford Univ., CA, USA Constantinescu, T. ; Kailath, T.Keywords
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