Exact Least Squares Algorithm for Signal Matched Synthesis Filter Bank: Part II

Abstract: In the companion paper, we proposed a concept of signal matched whitening filter bank and developed a time and order recursive, fast least squares algorithm for the same. Objective of part II of the paper is two fold: first is to define a concept of signal matched synthesis filter bank, hence combining definitions of part I and part II we obtain a filter bank matched to a given signal. We also develop a fast time and order recursive, least squares algorithm for obtaining the same. The synthesis filters, obtained here, reconstruct the given signal only and not every signal from the finite energy signal space (i.e. belonging to L^2(R)), as is usually done. The recursions, so obtained, result in a lattice-like structure. Since the filter parameters are not directly available, we also present an order recursive algorithm for the computation of signal matched synthesis filter bank coefficients from the lattice parameters. The second objective is to explore the possibility of using synthesis side for modeling of a given stochastic process. Simulation results have also been presented to validate the theory.