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A Study on Auto-Regressive and Moving-Average Lattice Digital Filters

Research Project

Project/Area Number 60550241
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field 電子通信系統工学
Research InstitutionResearch Institute of Applied Electricity, Hokkaido University

Principal Investigator

NAGAI Nobuo  Res. Inst. Appl. Electr., Hokkaido Unov., 応用電気研究所, 教授 (80001692)

Co-Investigator(Kenkyū-buntansha) MIYANAGA Yoshikazu  Faculty of Engineering, Hokkaido Univ., 工学部, 講師 (20166185)
ONO Koujiro  Res. Inst. Appl. Electr., Hokkaido Univ., 応用電気研究所, 助手 (00001686)
MIKI Nobuhiro  Res. Inst. Appl. Electr., Hokkaido Univ., 応用電気研究所, 助教授 (30002314)
Project Period (FY) 1985 – 1987
Project Status Completed (Fiscal Year 1987)
Budget Amount *help
¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 1987: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1986: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 1985: ¥1,000,000 (Direct Cost: ¥1,000,000)
KeywordsDigital Filter / Linear Prediction Theory / Fast Algorithm / Transfer Function / Adaptive Digital Signal Processing / 伝達関数 / スペクトル推定 / 分布定数回路 / 回路網合成
Research Abstract

1. For the input and output signals of a stochastic process system, the transfer function is obtained by spectrum estimation or linear prediction. In this reseearch, we have developed Model Identification System (MIS) to estimate time varying parameters of ARMA model with an adaptive method. MIS is characterized by orthogonal relationships among prediction errors, new criterion for an approximation and a stability discrimination obtained by normalizing the prediction errors. By these properties, we can easily design the ARMA digital lattice filter with an arebitrary AR order and an arbitrary MA order. We also have proposed an algorithm possible of parallel processing for AR and ARMA modeling. By the algorithm, we can synthesize ARMA digital lattice filter faster.
2. We apple the circuit theory for the synthesis of ARMA digital lattice filter which is suitable for adaptive digital signal processing. That is, we have shown that the distributed-constant circuit, which is an analog circuit, is equivalent to the Wave Digital Filter, and that they are equivalent to ARMA digital lattice filter. By the equivalence, we have denoted the synthesis method of ARMA digital lattice filters which match to the given inpulse responses and autocorrelation coefficients, or which are approximated with the least square algorithm.
3. We consider the properties of a complex coefficient circuit by using the equivalent relation between the analog circuit and the digital circuit. In synthesizing the analog and digital circuits with the scattering matrix, we use reflection coefficients. There are two kinds of reflection coefficients for the complex circuit, i.e. equal matching and conjugate matching ones. We have introduced a pseudo-transmission-line suitable for the conjugate matching, and we show that the passive complex transfer function can be synthesized with the Darlington synthesis by using the pseudo-transmission-lines.

Report

(2 results)
  • 1987 Final Research Report Summary
  • 1986 Annual Research Report
  • Research Products

    (66 results)

All Other

All Publications (66 results)

  • [Publications] Masatoshi Suzuki;Nobuhiro Miki;Nobuo Nagai: IEEE Trans.Circuits and Systems. CAS-32. 337-348 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 渡辺裕,宮永喜一,三木信弘,永井信夫: 電子通信学会論文誌. J68-A. 612-613 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki;Nobuo Nagai;Nobuhiro Miki: Proc.International Symposium on Circuits and Systems. 499-502 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai;Masatoshi Suzuki;Masakiyo Suzuki;Nobuhiro Miki: Proc.International Symposium on Circuits and Systems. 519-522 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 渡辺裕,宮永喜一,三木信弘,永井信夫: 電子通信学会論文誌. J68-A. 928-936 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子通信学会論文誌. 68. 885-888 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子通信学会技術報告. CAS85-35. (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫,鈴木正清: 電子通信学会技術報告. CAS85-104. (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫,鈴木正清: 情報理論とその応用研究会. 705-710 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: 情報理論とその応用研究会. 807-812 (1985)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuhiro Miki;Sato Saga;Yoshikazu Miyanaga;Nobuo Nagai: J.Acoust.Soc.Jpn.(E)7. 21-28 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: Proc.International Conferrence on Acoust.Speech,Signal Processing. 205-208 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuhiro Miki;Sato Saga;Kunitoshi Motoki;Yoshikazu Miyanaga;Nobuo Nagai: Proc.International Conferrence on Acoust.Speech Signal Processing. 1613-1616 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai;Masakiyo Suzuki: Proc.International Conferrence on Acoust.Speech Signal Processing. 2603-2606 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga;Nobuhiro Miki;Nobuo Nagai: IEEE Trans.Acoust.Speech Signal Processing. ASSP-34. 423-433 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子通信学会論文誌. J69-A. 858-868 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai;Masakiyo Suzuki: Proc.European Signal Processing Conference. 155-158 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: Proc.European Signal Processing Conference. 171-174 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 長谷川美紀,宮永喜一,永井信夫,三木信弘: 第1回ディジタル信号処理シンポジウム. 117-122 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 宮永喜一,永井信夫,永田邦一: 電子通信学会技術報告. CAS86-122. (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子通信学会技術報告. CAS86-123. (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子通信学会技術報告. CAS86-237. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshio Okata;Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: J.Acoust.Soc.Jpn.(E)8. 85-97 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: IEEE Trans.Circuits and Symsteme. CAS-34. 617-628 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki;Nobuo Nagai;Nobuhiro Miki: Proc.European Signal Processing Conference. 175-178 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 宮永喜一,永井信夫,三木信弘: 電子通信学会技術報告. EA85-56. (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子通信学会技術報告. CAS85-181. (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子通信学会技術報告. CAS86-66. (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 第1回ディジタル信号処理シンポジウム. 39-44 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 芹沢昌宏,宮永喜一,三木信弘,永井信夫: 第1回ディジタル信号処理シンポジウム. 111-116 (1986)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 長谷川美紀,宮永喜一,永井信夫,三木信弘: 電子情報通信学会論文誌. J70-A. 1115-1125 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 長谷川美紀,永井信夫,三木信弘,宮永喜一: 電子情報通信学会技術報告. CAS87-100. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子情報通信学会技術報告. CAS87-101. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 芹沢昌宏,三木信弘,宮永喜一,永井信夫: 電子情報通信学会技術報告. CAS87-102. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子情報通信学会技術報告. CAS87-103. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子情報通信学会技術報告. CAS87-165. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 宮永喜一,永井信夫,永田邦一: 電子情報通信学会論文誌. J70-A. 1395-1405 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 電子情報通信学会技術報告. CAS87-181. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 永井信夫: 第2回ディジタル信号処理シンポジウム. 33-38 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子情報通信学会論文誌. J71-A. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masatoshi Suzuki, Nobuhiro Miki and Nobuo Nagai: "New Wave Digital Filters for Basic Reaxtance Sections" IEEE Trans. Circuits and Systems. CAE-32. 337-348 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Hiroshi Watanabe, Yoshikazu Miyanaga, Nobuhiro Miki and Nobuo Nagai: "A Reduction Method of ARMA for Various Inputs" Trans. Inst. Elect. Comm. Eng. Japan. J68-A. 612-613 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki, Nobuo Nagai and Nobuhiro Miki: "Synthesis on digital lattice filters realizing stable rational transfer functions" Proc. International Symposium on Circuits and Systems. 499-502 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai, Masatoshi Suzuki, Masakiyo Suzuki and Nobuhiro Miki: "A synthesis on a generalized wave digital filter based on a distributed-constant network" Proc. International Symposium on Circuits and Systems. 519-522 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Hiroshi Watanabe, Yoshikazu Miyanaga, Nobuhiro Miki and Nobuo Nagai: "A Study on the Approximation Method of Autoregressive and Moving-Average Model Considering a Gain Constant" Trans. Inst. Elect. Comm. Eng. Japan. J68-A. 928-936 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai: "Network Models for Stationary Stochastic Processes and Wave Digital Filters." J. Inst. Elect. Comm. Eng. Japan. 68. 885-888 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuhiro Miki, Sato saga, Yoshikazu Miyanaga and Nobuo Nagai: "ARMA spectral estimation using weighted model identification systems" J. Acoust. Soc. Japan. (E) 7. 21-28 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga, Nobuo Nagai and Nobuhiro Miki: "Refined ARMA Digital Lattice Filter" Proc. Intenational Conference on Acoust. Speech, Signal Processing. 205-208 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuhiro Miki, Sato Saga, Kunitoshi Motoki, Yoshikazu Miyanaga and Nobuo Nagai: "Area Estimation from ARMA Analysis Based on a Vocal-Tract Model" Proc. International Conference on Acoust. Speech, Signal Processing. 1613-1616 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai and Masakiyo Suzuki: "Complex Wave Digial Filter for the Analysis of Complex Signals" Proc. International Conference on Acoust. Speech, Signal Processing. 2603-2606 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga, Nobuhiro Miki and Nobuo Nagai: "Adaptive Identification of a Time-Varying ARMA Speech Model" IEEE Trans. Acoust. Speech, Signal Processing. ASSP-34. 423-433 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki, Nobuo Nagai and Nobuhiro Miki: "A Consideration for the Interpolation Problem with First- and Second-Order Information" Trans. Inst. Elect. Comm. Eng. Japan. J69-A. 858-868 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai and Masakiyo Suzuki: "Complex wave digital filter for the analysis of complex signals - Part II" Proc. European Signal Processing Conference. 155-158 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga, Nobuo Nagai and Nobuhiro Miki: "ARMA digital lattice filter for signal processing" Proc. European Signal Processing Conference. 171-174 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki, Nobuo Nagai and Nobuhiro Miki: "Orthogonal type wave digital filters for casade synthesis" Proc. European Signal Processing Conference. 175-178 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshio Okita, Yoshikazu Miyanaga, Nobuo Nagai and Nobuhiro Miki: "ARMA digital lattice filters based on geometric approach" J. Acoust. Soc. Japan. (E) 8. 85-97 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga, Nobuo Nagai and Nobuhiro Miki: "ARMA Digital Lattice Filter Based on New Criterion" IEEE Trans. Circuits and Systems. CAS-34. 617-628 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Miki Haseyama, Yoshikazu Miyanaga, Nobuo Nagai and Nobuhiro Miki: "Normalized ARMA Lattice Filter and Its Terminal Conditions" Trans. Inst. Elect. Infor. Comm. Eng. Japan. J70-A. 1115-1125 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Yoshikazu Miyanaga, Nobuo Nagai and Kuniichi Nagata: "Parallel Processing Methods for Parametric Modeling of Stochastic Signals" Trans. Inst. Elect. Infor. Comm. Eng. Japan. J-70-A. 1395-1505 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Masakiyo Suzuki, Nobuo Nagai and Nobuhiro Miki: "Criteria for Approximate Functions Realized by Multi-Output Digital Lattice Filters - A Dsign Method for Branching Filters -" Trans. Inst. Elect. Infor. Comm. Eng. Japan. J71-A. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1987 Final Research Report Summary
  • [Publications] Nobuo Nagai;Masakiyo Suzuki: Proc IEEE-IECEJ-ASJ International Conference on Acoustic,Speech and Signal Processing. 2603-2606 (1986)

    • Related Report
      1986 Annual Research Report
  • [Publications] Yoshikazu Miyanaga;Nobuhiro Miki;Nobuo Nagai: IEEE Trans Acoustics,Speech,and Signal Processing. ASSP-34,3. 423-433 (1986)

    • Related Report
      1986 Annual Research Report
  • [Publications] 鈴木正清,永井信夫,三木信弘: 電子通信学会論文誌. J69-A,7. 858-868 (1986)

    • Related Report
      1986 Annual Research Report
  • [Publications] Nobuo Nagai;Masakiyo Suzuki: EUSIPCO-86,Signal Processing 【III】. 155-158 (1986)

    • Related Report
      1986 Annual Research Report
  • [Publications] Yoshikazu Miyanaga;Nobuo Nagai;Nobuhiro Miki: EUSIPCO-86,Signal Processing 【III】. 171-174 (1986)

    • Related Report
      1986 Annual Research Report
  • [Publications] Masakiyo Suzuki;Nobuo Nagai;Nobuhiro Miki: EUSIPCO-86,Signal Processing 【III】. 175-178 (1986)

    • Related Report
      1986 Annual Research Report

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Published: 1987-03-31   Modified: 2016-04-21  

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