Title :
Rotation-based RLS algorithms: unified derivations, numerical properties, and parallel implementations
Author :
Yang, Bin ; Böhme, Johann F.
Author_Institution :
Dept. of Electr. Eng., Ruhr Univ., Bochum, Germany
fDate :
5/1/1992 12:00:00 AM
Abstract :
This work presents a unified derivation of four rotation-based recursive least squares (RLS) algorithms. They solve the adaptive least squares problems of the linear combiner, the linear combiner without a desired signal, the single channel, and the multichannel linear prediction and transversal filtering. Compared to other approaches, the authors´ derivation is simpler and unified, and may be useful to readers for better understanding the algorithms and their relationships. Moreover, it enables improvements of some algorithms in the literature in both the computational and the numerical issues. All algorithms derived in this work are based on Givens rotations. They offer superior numerical properties as shown by computer simulations. They are computationally efficient and highly concurrent. Aspects of parallel implementation and parameter identification are discussed
Keywords :
filtering and prediction theory; least squares approximations; parallel algorithms; parameter estimation; recursive functions; Givens rotations; adaptive least squares problems; linear combiner; multichannel linear prediction; numerical properties; parallel implementation; parameter identification; recursive least squares algorithms; rotation-based RLS algorithms; transversal filtering; unified derivation; Adaptive filters; Computational complexity; Filtering algorithms; Lattices; Least squares approximation; Least squares methods; Nonlinear filters; Resonance light scattering; Signal processing algorithms; Transversal filters;
Journal_Title :
Signal Processing, IEEE Transactions on