A Numerically Stable Fast Transversal Filtering Algorithm for Pole-Zero Modeling

Abstract

A numerically stable pole-zero (ARMA) modelling of discrete time linear systems is described using a recursive-least-squares (RLS) fast transversal filter (FTF) algorithm. This numerically stable ARMA FTF algorithm is derived using geometric projections and the error feedback procedure. This algorithm can exactly estimate unknown filter coefficients. Simulation results are presented to show the rapid convergence speed, numerical accuracy and stability of the algorithm. This algorithm is shown to converge more accurately and rapidly than the ARMA FTF algorithm of Ardalan and Faber (1988). The computaticnal requirements of this algorithm are compared with RLS lattice filters and the Ardalan-Faber algorithm.