Title :
Investigation of Chandrasekhar factorisation based fast RLS algorithms
Author_Institution :
Inst. fur Netzwerk- und Signaltheorie, Tech. Hochschule Darmstadt
fDate :
6/9/1994 12:00:00 AM
Abstract :
The B-CAR algorithms derived by Houacine (see IEEE Trans., vol. SP-39, p. 860-71, 1991) are compared with the well known FRLS algorithms for prewindowed data. The B-CAR variables are given in terms of the FRLS variables and it is shown that the Chandrasekhar factorisation based algorithms include trivial estimations and unstable equations
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; B-CAR algorithms; Chandrasekhar factorisation; fast RLS algorithms; prewindowed data; recursive least squares;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19940640
