=
R
(
2
)
R
(
1
)
⋯R
(
M−3
)
There are a lot of methods for solving the system
of equations. The most effective is the recursive
method of Durbin, where the number of operations
grows only with the square of the weighting
coefficients (Makhoul, J., 1975).
Because their value is always less than one, the
poles of the filter will always be within the unit
circle on the z-plane, which guaranties its stability.
When using the covariation, the prediction error is
minimized within the interval 0<< . The
matrix of the coefficients in general isn’t a Toepliz
one and the methods for obtaining the filter
coefficients aren’t so effective (the Cholesky method
for example (Werner, H, 1975)) and the stability of
the filter isn’t guaranteed.
Both the autocorrelation and covariation use the
same two steps for evaluating the filter coefficients.
– first they find the coefficients matrix, and then
solve the system of linear equations (Madisetti V.,
Williams D, 1999). There are other possible
methods, (for example using lattice structures),
which combine the two steps. In can be proven
(Makhoul, J., 1975) that the most effective method is
the one of Durbin, which is the most preferred
autocorrelation method.
2 IMPACT OF THE DURATION
OF THE EXCITATION PHASE
TO THE PERIOD OF THE
SPECTRAL PEAK
We assume model of the filter is of order two:
This means that the signal will contain only one
spectral peak
. If the filter is excited by a
sequence of rectangular pulses, described by:
Where
is the excitation period, and
_
is the duration of the excitation
phase. The output signal for the first excitation
period (m=1) is:
for <
_
, i.e. in excitation phase,
and:
for ≥
_
, i.e. in free vibration
phase, where:
_
=
is the constant component of
the signal in the excitation phase
_
=
and
_
=2
sin(
_
) are the
amplitudes of the signal in excitation phase and in
the phase of free vibration
_
=
and
_
= 2−
_
are the
angular phases of the signal in excitation phase and
in the phase of free vibration
=2
are the circular frequency, which
corresponds to the spectral peak
.
We can observe the following:
§ The amplitude of the signal in th excitation
phase depends only on the gain constant of
the filter
§ The amplitude of the signal in the phase of
free vibration depends again on the gain
constant, but also in a complicated way on
the ratio of duration of the preceding phase
of excitation to the period of the spectral
peak.
§ The later holds true also for the angular
phases.
This means that changes in the duration of the
excitation phase can increase or decrease the
amplitudes of the spectral peaks , without changing
the parameters of the filter. To illustrate this impact,
we define a dimensionless coefficient, proportional
to the ratio of duration of the excitation phase to the
period of the spectral peak :
Some Effects of the Assumption of All-Pole Filter, Used to Describe Processes of Type "Pulse Sourse -
Filter", on The Properties of the Generatd Signal