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ARMA filter and method for designing the same

  • US 4,188,667 A
  • Filed: 11/18/1977
  • Issued: 02/12/1980
  • Est. Priority Date: 02/23/1976
  • Status: Expired due to Term
First Claim
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1. A stable digital filter whose amplitude-frequency response approximates an arbitrarily selected frequency spectrum of amplitude, whose total number of parameters m+n+1 is near-minimum, and whose phase response approximates a substantially linear function of frequency with an arbitrarily selected slope, comprising:

  • (a) an input terminal and output terminal;

    (b) m+1 gain parameters β

    0, β

    1, . . . β

    m associated with the input terminal;

    (c) n gain parameters α

    1, α

    2, . . . α

    n associated with the output terminal;

    (d) means connecting the input and output terminals with the gain parameters such that ##EQU6## where D is a delay operator operating on the filter'"'"'s output and input signals y(t) and u(t), respectively, such that Dy(t)=y(t-D), etc.;

    (e) the gain parameters satisfying the relationship ##EQU7## where n=0,1,2, . . . ;

    m=0,1,2, . . . ;

    k is an integer;

    v is an integer determining the slope of the phase shift versus frequency response of the filter; and

    yk and rk are the kth elements of an output sequence and a random sequence, respectively, the output sequence being the sequence obtained by convolving a truncated sequence of coefficients with the random sequence, the truncated sequence being a sequence obtained by truncating the sequence of coefficients resulting from performing an inverse Fourier transform on said arbitrarily selected frequency spectrum.

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