Analytical method for 2-channel optimum FIR orthonormal filter banks

In this paper we propose an analytical method for the design of two-channel optimum FIR compaction filters which determine optimum orthonormal filter banks. The method is applicable for a fairly large class of random processes. Under some conditions, the method successfully constructs the theoretically optimum solution. Whenever this is the case, the magnitude-squared responses of the filters are unique. Examples are given for several input statistics including autoregressive and moving average processes.