Digital Signal Processing Reference
In-Depth Information
Thus, substituting equation (7.72) into equation (7.69) and rearranging, the
a
i
can be calculated as,
a
i
=
φ(i)/R(i, i),
i
=
1
,
2
, ... ,M
(7.73)
˜
The best estimate for
s(n)
is then given by,
M
ˆ
s
opt
(n)
=
a
i
s
i
(n), n
=
0
,
1
, ... ,L
−
1
(7.74)
=
i
1
The above procedure comprises aminimummean square error approximation
inwhich the optimum solution can be derived only if the set of sequences
ˆ
s
i
(n)
are linearly independent (i.e. form a basis) and are orthogonal to each other.
A popular method for achieving this orthogonalization is the Gram-Schmidt
procedure, summarized below.
Consider a set of
m
1vectors
p
i
(n)
each of length
L
which form a basis.
The objective is to construct orthogonal vectors
q
i
(n)
so that
+
=
L
−
1
0for
i
=
j
q
i
(n)q
j
(n)
i, j
=
0
,
1
, ... ,m
(7.75)
=
0for
i
=
j,
n
=
0
Let
q
0
(n)
=
p
0
(n)
and define
q
1
(n)
as a linear combination of
q
0
(n)
and
p
1
(n)
,
then
q
1
(n)
=
p
1
(n)
−
α
01
q
0
(n)
(7.76)
Then for
q
1
(n)
to be orthogonal to
q
0
(n)
,
L
−
1
q
1
(n)q
0
(n)
=
0
(7.77)
n
=
0
i.e.
L
−
1
L
−
1
α
01
q
0
(n)
p
1
(n)q
0
(n)
−
=
0
(7.78)
n
=
0
n
=
0
and the correlation
α
01
is given by,
L
−
1
p
1
(n)q
0
(n)
n
=
0
α
01
=
(7.79)
−
L
1
q
0
(n)
n
=
0
Search WWH ::
Custom Search