Adaptive multirate signal estimation with lattice orthogonalization

Abstract

In this paper, we address the signal estimation problem in statistical multirate systems. We propose an adaptive least squares lattice filter which is sequential and periodically time varying (PTV) with the multirate system period. Furthermore, we consider the elimination of redundant mathematical operations due to sequential processing of multirate observations. Experimental results show that our multirate lattice filter is fast convergent and it has lower order computational complexity when compared with the transversal structure.