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Lossless inverse scattering, digital filters, and estimation theory

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2 Author(s)

Methods to construct rational solutions of the lossless inverse scattering (LIS) problem for one-port passive digital systems are described. The first method is recursive and can be viewed as a generalization of the celebrated Schur algorithm. The second method is global and leads to a parametrization of what we call fundamental solutions from which all LIS solutions may be constructed. Quite a few classical problems in estimation theory and network theory may be viewed as special cases of the LIS problem. With each fundamental solution there is a solution of a corresponding estimation problem leading to a prediction and a modeling filter for a given stochastic process.

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IEEE Transactions on Information Theory  (Volume:30 ,  Issue: 4 )