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Van Citteri's Iteration (1931)

In the Fourier domain, the following identity must hold for all tex2html_wrap_inline368

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Applying making successive substitutions,

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Enumerating

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If tex2html_wrap_inline370 , then

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which is the inverse filter solution. This iteration retains many of disadvantages of the inverse filter operation, but

For this iteration to converge, we need tex2html_wrap_inline372 , or equivalently

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which is a disk of radius 1 centered at (1,0) in the complex plane with axes tex2html_wrap_inline376 and tex2html_wrap_inline378 .

For real-valued tex2html_wrap_inline368 and tex2html_wrap_inline318 ,

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The final condition is a common necessary condition for convergence in iterative linear systems, e.g. adaptive LMS FIR filters.



Brian L. Evans