DocumentCode
1101248
Title
Investigation of Chandrasekhar factorisation based fast RLS algorithms
Author
Schneider, T.
Author_Institution
Inst. fur Netzwerk- und Signaltheorie, Tech. Hochschule Darmstadt
Volume
30
Issue
12
fYear
1994
fDate
6/9/1994 12:00:00 AM
Firstpage
938
Lastpage
939
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;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19940640
Filename
293053
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