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Lattice coefficients of fourth order FIR

Short answer

Using step-down recursion: K₄ = 2.3, K₃ = 0.683, K₂ = 1.1664, K₁ = 0.3381. The lattice structure cascades four stages with these reflection coefficients in reverse order, forming an FIR filter.

Compute the lattice coefficients and draw the lattice structure of the following FIR system H(z) = 1 + 3.1z⁻¹ + 5.5z⁻² + 4.2z⁻³ + 2.3z⁻⁴.

Method

The FIR lattice of order M uses the stage equations

f0(n) = g0(n) = x(n)
fm(n) = f(m−1)(n) + Km · g(m−1)(n−1)
gm(n) = Km · f(m−1)(n) + g(m−1)(n−1)     m = 1 … M
y(n)  = fM(n)

The reflection coefficient of the last stage is Km = am(m) (the last coefficient of the polynomial Am(z)). The lower-order polynomials come from the step-down recursion

a(m−1)(i) = [ am(i) − Km · am(m−i) ] / (1 − Km²),   i = 1 … m−1

Computation

A4(z) = 1 + 3.1z⁻¹ + 5.5z⁻² + 4.2z⁻³ + 2.3z⁻⁴

  • A4: coefficients {1, 3.1, 5.5, 4.2, 2.3}, so K4 = a4(4) = 2.3
  • A3: coefficients {1, 1.5291, 1.6667, 0.683}, so K3 = a3(3) = 0.683
  • A2: coefficients {1, 0.7325, 1.1664}, so K2 = a2(2) = 1.1664
  • A1: coefficients {1, 0.3381}, so K1 = a1(1) = 0.3381
StageKmSize
10.3381magnitude below 1
21.1664magnitude above 1
30.683magnitude below 1
42.3magnitude above 1

Lattice coefficients: K1 = 0.3381, K2 = 1.1664, K3 = 0.683, K4 = 2.3

Structure

One lattice stage (repeated for m = 1 … 4 with K1 … K4):

f(m-1)[n] ──────●────────────────────(+)──► f(m)[n]
                │         ┌───────────▲
                │ Km      │ Km
                └─────────┼───────────┐
                          │           │
                          │           ▼
g(m-1)[n] ─[z⁻¹] ─────────●──────────(+)──► g(m)[n]

Cascade (f and g pass together from stage to stage):

        +------+     +------+     +------+     +------+
x[n]-+->|      |-f1->|      |-f2->|      |-f3->|      |-f4-> y[n] = f4[n]
     |  |  K1  |     |  K2  |     |  K3  |     |  K4  |
     +->|      |-g1->|      |-g2->|      |-g3->|      |
        +------+     +------+     +------+     +------+

(The upper path carries f and the lower path carries g; f0 = g0 = x[n].)

Check: simulating the 4-stage lattice with a unit impulse gives {1, 3.1, 5.5, 4.2, 2.3}. ✓ (Since |K2| and |K4| exceed 1, some zeros lie outside the unit circle.)

✓ Answer checked by Claude Opus 5.5 (high effort)

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