Predictive digital filtering of sinusoidal signals

The p-step ahead predictive filters for narrowband waveforms with m distinct spectral peaks are considered. By minimization of the noise gain, the coefficients of the optimal Lth order FIR predictor is derived, where L>2m-1. The minimum-length FIR predictor is given by L=2m-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 complex-valued signals, cascaded predictors, and adaptive predictors are also included. Several design and simulation examples are presented.