Title :
Givens rotation based multichannel least squares adaptive lattice algorithm
Author :
Ou Yang Shan ; Fang Huijun
Author_Institution :
Radio Eng. Dept., Guilin Inst. of Electron. Technol., Guangxi, China
Abstract :
By combining the spatial lattice filter with a single channel hybrid lattice/QR least squares (LS) algorithm, a multichannel LS lattice algorithm based completely on QR decomposition of the multichannel data matrix directly is presented in the paper. The parameter vector to be estimated in each channel can be obtained directly from internal variables in the present algorithm without a backsolve operation. The parameter identification problem to a multichannel autoregressive model is solved.<>
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; matrix algebra; parameter estimation; spatial filters; stochastic processes; time series; Givens rotation based multichannel least squares adaptive lattice algorithm; QR decomposition; internal variables; multichannel autoregressive model; multichannel data matrix; parameter identification problem; parameter vector estimation; single channel hybrid lattice/QR least squares algorithm; spatial lattice filter; Adaptive filters; Delay effects; Lattices; Least squares methods; Matrix decomposition; Parameter estimation; Time measurement;
Conference_Titel :
TENCON '93. Proceedings. Computer, Communication, Control and Power Engineering.1993 IEEE Region 10 Conference on
Conference_Location :
Beijing, China
Print_ISBN :
0-7803-1233-3
DOI :
10.1109/TENCON.1993.328067
