The stepdown procedure for complex predictor coefficients

The stepdown procedure is an algorithm in which the predictor parameters of a direct form digital filter are converted to the corresponding real reflection coefficients of a digital lattice filter. In this correspondence, a derivation of the stepdown procedure for complex predictor parameters is presented. The complex stepdown procedure is a useful tool for applications ranging from complex filter design to complex predictor coefficient transformations.

[1]  S.M. Kay,et al.  Spectrum analysis—A modern perspective , 1981, Proceedings of the IEEE.

[2]  James Durbin,et al.  The fitting of time series models , 1960 .

[3]  John E. Markel,et al.  Linear Prediction of Speech , 1976, Communication and Cybernetics.