Title :
Fast updating of structured linear systems of equations with applications in adaptive filtering
Author :
Chandrasekaran, S. ; Gu, M. ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Abstract :
Linear systems of equations with structured coefficient matrices arise in several applications in signal processing and communications. In this paper we develop fast algorithms for updating the solutions of such systems when the coefficient matrices undergo rank-one updates that preserve the matrix structure. An application in adaptive filtering is noted.
Keywords :
adaptive filters; filtering theory; matrix inversion; matrix multiplication; signal processing; adaptive filtering; communications; fast updating algorithms; linear systems of equations; rank-one updates; signal processing; structured coefficient matrices; Adaptive filters; Adaptive signal processing; Algebra; Costs; Electrical engineering; Equations; Linear systems; Mathematics; Symmetric matrices;
Conference_Titel :
Signals, Systems, and Computers, 1999. Conference Record of the Thirty-Third Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-5700-0
DOI :
10.1109/ACSSC.1999.832365
