Title :
A new fast QR algorithm based on a priori errors
Author :
Apolinário, José Antonio, Jr. ; Diniz, Paulo S R
Author_Institution :
Dept. of Electr. Eng., Inst. Militar de Engenharia, Rio de Janeiro, Brazil
Abstract :
This letter presents a new fast QR algorithm based on Givens rotations using a priori errors. The principles behind the triangularization of the weighted input data matrix via QR decomposition and the type of errors used in the updating process are exploited in order to investigate the relationships among different fast algorithms of the QR family. These algorithms are classified according to a general framework and a detailed description of the new algorithm is presented.
Keywords :
adaptive filters; error analysis; filtering theory; least squares approximations; matrix decomposition; prediction theory; Givens rotation; QR decomposition; RLS algorithms; a priori errors; adaptive filtering; fast QR algorithm; recursive least squares algorithms; triangularization principles; updating process; weighted input data matrix; Adaptive filters; Algorithm design and analysis; Equations; Filtering algorithms; Least squares methods; Matrix decomposition; Partitioning algorithms; Resonance light scattering; Robustness; Signal processing algorithms;
Journal_Title :
Signal Processing Letters, IEEE
