Time domain design of recursive digital filters with prespecified poles

[摘要] The problem of designing recursive digital filters for a particular case, that is, when some of the filter poles are prespecified, is considered. A modified version of the original Prony method is developed for the design of such filters. The procedure is very general and is applicable for any number of prespecified poles. An error analysis for the proposed technique is made. Finally, an iterative procedure for least square error approximation is given. Also, some interesting features of Prony's method and their validity for the new scheme are discussed.

[发布机构] Rice University