DocumentCode
1400060
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
Volume
4
Issue
11
fYear
1997
Firstpage
307
Lastpage
309
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;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/97.641395
Filename
641395
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