Least Squares Order-Recursive Lattice Smoothers

Abstract

Conventional Least Squares Order-Recursive Lattice (LSORL) Filters Use Present and Past Data Values to Estimate the Present Value of a Signal. This Paper Introduces LSORL Smoothers Which Use Past, Present and Future Data for that Purpose. Except for an overall Delay Needed for Physical Realization, LSORL Smoothers Can Substantially Outperform LSORL Filters While Retaining All the Advantages of an Order-Recursive Structure. © 1995 IEE