optic.dsp.core.estimateWhiteningFilter

estimateWhiteningFilter(x, nTaps)

Estimate the coefficients of a whitening filter of order nTaps using the Levinson-Durbin algorithm.

Parameters:

• x (array-like) – The input signal from which to estimate the autocorrelation.

• nTaps (int) – The order of the whitening filter (number of coefficients).

Returns:

w – The coefficients of the whitening filter of length nTaps, where w[0] is the leading coefficient (usually 1).

Return type:

np.ndarray

References

[1] Levinson, N., The Wiener RMS error criterion in filter design. Journal of Mathematics and Physics, 25(1-4), 261-278, 1947.

[2] Durbin, J., The fitting of time-series models. Review of the International Statistical Institute, 28(3), 233-244, 1960.