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Recursive Implementation of General Windows

We consider the problem of finding a recursive realization which approximates a given impulse response. We will require that the realization is of the form
where tex2html_wrap_inline1120, b, and c are vectors of length d, and A is a tex2html_wrap_inline1130 matrix. Since the impulse response of this filter is
we see that the impulse response must be a sum of exponentially decaying polynomials.

We can choose A and b to have desirable properties, and then solve (15) for c. This system can be chosen to be determined, overdetermined or, if we have other information about c, undedetermined.

Fri Jun 27 03:10:38 EDT 1997

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