A state-space approach to QRD-LSL interpolation and QRD-LSL smoothing

Author

Yuan, Jenq-Tay

Author_Institution

Dept. of Electr. Eng., Fu Jen Catholic Univ., Taipei, Taiwan

Volume

49

Issue

11

fYear

2001

fDate

11/1/2001 12:00:00 AM

Firstpage

2880

Lastpage

2884

Abstract

Sayed and Kailath (1994) demonstrated the feasibility of directly deriving many known adaptive filtering algorithms in square-root forms by a proper reformulation of the original adaptive problem into a state-space form. This work employs this state-space form to develop adaptive interpolation and smoothing algorithms. In particular, a systematic and concise derivation of the QR-decomposition least-squares lattice (QRD-LSL) interpolation and smoothing algorithms using correspondences between Kalman filtering and LSL adaptive filtering is given

Keywords

adaptive Kalman filters; interpolation; lattice filters; least squares approximations; smoothing methods; state-space methods; Kalman filtering; LSL adaptive filtering; QR-decomposition least-squares lattice interpolation; QR-decomposition least-squares lattice smoothing; QRD-LSL interpolation; QRD-LSL smoothing; adaptive filtering algorithms; adaptive interpolation; quadratic residue algorithms; square-root forms; state-space approach; Adaptive filters; Filtering algorithms; Information filtering; Information filters; Interpolation; Kalman filters; Resonance light scattering; Smoothing methods; State estimation; Vectors;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.960436

Filename

960436