DocumentCode
1528247
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
Volume
47
Issue
8
fYear
1999
fDate
8/1/1999 12:00:00 AM
Firstpage
2317
Lastpage
2321
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.774777
Filename
774777
Link To Document