Efficient minimum-phase prefilter computation using fast QL-factorization

Hansen, Morten Hartvig; Christensen, L. Peter

doi:10.1109/icassp.2009.4960179

2009 IEEE International Conference on Acoustics, Speech and Signal Processing 2009

DOI: 10.1109/icassp.2009.4960179

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Efficient minimum-phase prefilter computation using fast QL-factorization

Morten Hartvig Hansen

L. Peter Christensen²

Abstract: This paper presents a novel approach for computing both the minimum-phase filter and the associated all-pass filter in a computationally efficient way using the fast QL-factorization. A desirable property of this approach is that the complexity is independent on the size of the matrix which is QL-factorized, and thereby the complexity scales with the required precision of the filters and the filter length.

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2010

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“…As shown in [9] the complexity of obtaining the minimum-phase filter of a SISO system using fast QL-factorization is…”

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confidence: 99%

Computing the Minimum-Phase Filter Using the QL-Factorization

Hansen

Christensen²,

Winther

2010

IEEE Trans. Signal Process.

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We investigate the QL-factorization of a time-invariant convolutive filtering matrix and show that this factorization not only provides the finite length equivalent to the minimum-phase filter, but also gives the associated all-pass filter. The convergence properties are analyzed and we derive the exact convergence rate and an upper bound for a simple Single-Input Single-Output system with filter length L = 2. Finally, this upper bound is used to derive an approximation of the convergence rate for systems of arbitrary length. Implementation-wise, the method has the advantage of being numerically stable and straight forward to extend to the Multiple-Input Multiple-Output case. Furthermore, due to the existence of fast QL-factorization methods, it is possible to compute the filters efficiently.

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“…As shown in [9] the complexity of obtaining the minimum-phase filter of a SISO system using fast QL-factorization is…”

mentioning

confidence: 99%

Computing the Minimum-Phase Filter Using the QL-Factorization

Hansen

Christensen²,

Winther

2010

IEEE Trans. Signal Process.

Self Cite

View full text Add to dashboard Cite

show abstract

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Efficient minimum-phase prefilter computation using fast QL-factorization

Cited by 1 publication

References 12 publications

Computing the Minimum-Phase Filter Using the QL-Factorization

Computing the Minimum-Phase Filter Using the QL-Factorization

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