Title :
On the duality between the fast transversal and the fast QRD adaptive least squares algorithms
Author :
Glentis, George-Othon
Author_Institution :
Dept. of Electron., TEI of Heraklion, Chinia, Greece
fDate :
8/1/1999 12:00:00 AM
Abstract :
The duality between the fast transversal and the fast QRD adaptive least squares algorithms is established. It is shown that these two algorithmic families are related via a time-varying state transformation. The state transformation method is then applied to both the fast Kalman as well as the FAEST (PTF) algorithm to derive fast QRD counterparts
Keywords :
adaptive filters; adaptive signal processing; filtering theory; least squares approximations; matrix decomposition; prediction theory; recursive estimation; FAEST algorithm; LS linear filtering; adaptive filters; duality; fast Kalman algorithm; fast QRD adaptive least squares algorithms; fast RLS; fast rotors; fast transversal adaptive least squares algorithms; prediction; recursive factorization algorithm; time-varying state transformation; Adaptive filters; Autocorrelation; Equations; Filtering; Finite impulse response filter; Kalman filters; Least squares methods; Parameter estimation; Resonance light scattering; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
