Matrix Filter Representations

This appendix introduces various matrix representations for digital filters, including the important state space formulation. Additionally, elementary system identification based on a matrix description is described.

• Introduction
• General Causal Linear Filter Matrix
• General LTI Filter Matrix
• Cyclic Convolution Matrix
• Inverse Filters
• State Space Realization
  • State Space Filter Realization Example
  
  
• Time Domain Filter Estimation
  • Effect of Measurement Noise
  • Matlab System Identification Example