Title :
Two-fold normalized square-root Schur RLS adaptive filter
Author_Institution :
Fachhochschule Furtwangen, Germany
fDate :
5/1/1994 12:00:00 AM
Abstract :
A square-root Schur RLS adaptive filter with two-fold (input and residual) normalization is presented. The algorithm has several attractive features such as a fully systolic structure based on elementary hyperbolic plane rotations. All internal variables are bounded in the unit interval and fully utilize it in successive stages due to an inherent “autoscaling” property of the algorithm. This work extends the previous work of the author in the area of Schur RLS adaptive filtering
Keywords :
adaptive filters; digital filters; filtering and prediction theory; least squares approximations; RLS adaptive filter; autoscaling; hyperbolic plane rotations; input normalization; residual normalization; square-root Schur filter; systolic structure; Adaptive filters; Delta-sigma modulation; Least squares methods; Resonance light scattering; Signal processing algorithms; Singular value decomposition; Speech processing; Time varying systems; Vectors; Wave functions;
Journal_Title :
Signal Processing, IEEE Transactions on
