Interrelations Between Continuous and Discrete Lattice Filter Structures

Steven R. Weller, Graham C. Goodwin, Arie Feuer, H. Vincent Poor

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


Lattice filter structures have a long history in the filtering and prediction of discrete-tune signals. Often these discrete-time signals arise from the sampling of an underlying continuous-time process, and the limiting behavior of the filter as the sampling rate increases is rarely considered. In this paper it is shown that this issue is resolved if the standard formulation of the lattice filter structure, based on the forward shift operator, is replaced by an alternative formulation based on the incremental difference, or delta, operator. The paper contains two contributions. First, the continuous and discrete lattice algorithms are presented in a unified framework, thereby revealing their common structure. Secondly, it is shown that when the discrete-time signal is obtained by sampling an underlying continuous-time process, the lattice filter corresponding to the discrete case converges, in a well-defined sense, to the solution of the underlying continuous problem as the sampling period approaches zero.

Original languageEnglish (US)
Pages (from-to)705-713
Number of pages9
JournalIEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing
Issue number11
StatePublished - Nov 1993

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Electrical and Electronic Engineering


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