ABSTRACT
We propose a new method to design finite impulse response (FIR) filter using Schur algorithm through spectral factorization of the covariance matrix by circulant matrix factorization. The circulant matrix factorization is very powerful tool used for spectral factorization of the covariance polynomial in matrix domain in order to obtain the minimum phase polynomial without finding polynomial root. The Schur algorithm is the method for a fast Cholesky factorization of Toeplitz matrix, which easily determines the lattice filter parameters. The performance of the proposed method is verified by computer simulation and also compared with other methods such as polynomial root finding and cepstral deconvolution.
