Abstract
A matrix formulation is used to derive the optimal least-squares coefficients and frequency response of the ALE or the D-step predictor, for sinusoids (real or complex) in additive colored noise. Several cases are considered; in low-pass background noise the amplitude gain of the sinusoids becomes essentially a monotonically increasing function of their frequency, and a decreasing function for high-pass noise. For the whitening application, signal to noise ratio (SNR) bounds of the output are derived when the input is a white signal plus a sinusoidal interference. This performance is achievable using (possibly complex) exact least-squares recursions.
| Original language | English |
|---|---|
| Pages (from-to) | 275-278 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| Volume | 1 |
| State | Published - 1981 |
| Event | Unknown conference - Atlanta, Ga Duration: Mar 30 1981 → Apr 1 1981 |
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