Predictive Digital Filtering of Sinusoidal Signals

p-step ahead predictive filters for narrow band waveforms with m distinct spectral peaks are considered. By minimization of the noise gain, the coefficients of the optimal L-th order FIR predictor is derived, where L ? 2m \Gamma 1. The minimum length FIR predictor is given by L = 2m \Gamma 1, and the feedback extension of this predictor is studied. Design of feedback gains subject to different optimization criteria is studied in detail. The generalization to complexvalued signals, cascaded predictors, and adaptive predictors are also included. Several design and simulation examples are presented. I. Introduction T HERE has been a recent focus on prediction of deterministic waveforms by digital filtering. Applications may be found in compensating computational delay in pipelined control systems, [1]. In [1], a predictive addon block is proposed, and all-pass polynomial predictors are constructed using a feedback version of the minimum length finite impulse response (FIR) predictor. ..