Fast Evaluation of an Integral Occurring in Digital Filtering Applications

IEEE Transactions on Signal Processing

Volumn 43, Issue 8, 1995, Pages 1982-1986

  Chun, Jongtae ^a   Bose, N K ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; RECURSIVE FUNCTIONS; SIGNAL FILTERING AND PREDICTION; TRANSFER FUNCTIONS;

DIGITAL FILTERING;

DIGITAL SIGNAL PROCESSING;

EID: 0029358668     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.403357     Document Type: Article

References (7)

1. K. J. Åström, E. I, Jury, and R. G. Agniel, “A numerical method for the evaluation of complex integrals,” IEEE Trans. Automat. Contr., vol. AC-15, pp. 468-471, Aug. 1970.
2. K. J. Åström “Evaluation of quadratic loss functions for linear systems,” in Fundamentals of Discrete-Time Systems, M. Jamshidi, M. Mansour, B. D. O. Anderson, and N. K. Bose, Eds. Albuquerque, NM: TSI Press, 1993, pp. 45-56.
3. N. K. Bose, Digital Filters: Theory and Applications. Malabar, FL: Krieger Publishing, 1993.
4. G. Wilson, “Factorization of the covariance generating function of a pure moving average process,” SIAM J. Numerical Anal., vol. 6, pp. 1969.
5. J. P. Dugré, A. A. L. Beex, and L. L. Scharf, “Generating covariance sequences and the calculation of quantization and rounding error variances in digital filters,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-28, pp. 102-104, Feb. 1980.
6. J. P. Dugré and E. I. Jury, “A note on the evaluation of complex integrals using filtering interpretations,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 804-807, Oct. 1982.
7. S. Y. Hwang, “Solution of complex integrals using the Laurent expansion,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-26, pp. 263-265, June 1978.