The general forms of the Ladder-Lattice filtering for vector AR model are derived from some basic matrix algebra operators. Then,the realizations of the algorithms for different data windows (prewindow,covariance window and sliding window) are obtained easily.
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茅宁.多维 AR 模型梯格滤波的一般形式及其在不同数据窗下的实现. General Forms of Ladder-Lattice Filtering for Vector AR Model and Its Realizations with Different Data Window[J].国防科技大学学报,1989,11(1):50-58.