A modified QR adaptive filtering algorithm-elementary approach

Author

Park, PooGyeon ; Kailath, Thomaks

Author_Institution

Inf. Syst. Lab., Stanford Univ., CA, USA

Volume

1

fYear

1994

fDate

31 Oct-2 Nov 1994

Firstpage

597

Abstract

This paper presents a modified form of the conventional QR algorithm for adaptive filtering. By exploiting the displacement structure of the correlation matrix of the data, the paper suggests a fast method of constructing a unitary rotation that can be used to propagate an estimate in the QR algorithm. As a result, the paper provides a numerically better version of the so-called “hybrid QR/LLS” adaptive filtering algorithm discovered by Regalia and Bellanger (see IEEE Transactions on Signal Processing, vol.39, p.879-891, April 1991); in their original version, a so-called likelihood variable computed by using variance-normalized backwards a posteriori prediction errors may not be positive semi-definite because of round-off errors. In our approach, this variable is guaranteed to be positive semi-definite

Keywords

adaptive filters; adaptive signal processing; circuit feedback; correlation methods; error analysis; filtering theory; lattice filters; least squares approximations; matrix algebra; roundoff errors; a posteriori prediction errors; correlation matrix; displacement structure; feedback lattice filter; lattice least-squares algorithm; likelihood variable; modified QR adaptive filtering algorithm; positive semi-definite variable; round-off errors; unitary rotation; Adaptive arrays; Adaptive filters; Electronic mail; Equations; Feedback; Filtering algorithms; Information systems; Lattices; Roundoff errors; Scattering;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

0-8186-6405-3

Type

conf

DOI

10.1109/ACSSC.1994.471522

Filename

471522