Connection between multichannel prediction error filter and spectral factorisation

被引:6
作者
Cook, JG [1 ]
Elliott, SJ [1 ]
机构
[1] Univ Southampton, ISVR, Southampton SO17 1BJ, Hants, England
关键词
D O I
10.1049/el:19990838
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
A decorrelation technique is used to derive the matrix of causal filters which will reduce any multichannel correlated and coloured data to the underlying set of uncorrelated unit variance white innovation signals. This filter matrix has a stable causal inverse which forms one part of the spectral factorisation of the data set, as used in multichannel Wiener filtering.
引用
收藏
页码:1218 / 1220
页数:3
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