Statistical Design of Linear-Phase ARMA Filters

Concentrating on Their Frequency-Domain Characteristics

Abstract

This paper proposes procedures for statistical design of linear-phase ARMA filters. The key idea of our procedures is that low-order ARMA filters are used to approximate high-order linear-phase FIR filters instead of high-order AR filters. Firstly consistent unit-pulse and covariance sequences are generated by the use of a high-order FIR filter. Secondly a low-order ARMA filters of linear-phase characteristic is obtained by solving normal equations constructed from the unit-pulse and covariance sequences. Computer simulations for low-pass filters show that the resulting low-order ARMA filters enjoy sharp cutoff and linear-phase characteristics with only 20-30th order.