Title :
A hybrid QR-lattice least squares algorithm using a priori errors
Author :
Miranda, Maria D. ; Gerken, Max
Author_Institution :
DEE/EPUSP, Sao Paulo, Brazil
Abstract :
A fast algorithm for RLS filtering is presented which is a hybrid between QR and lattice algorithms. Its prediction section is based upon normalized a priori prediction errors. It is of minimal complexity and, using simple numerical conventions, is backward stable under persistent excitation
Keywords :
errors; filtering theory; least squares approximations; numerical stability; RLS filtering; fast algorithm; hybrid QR-lattice LMS algorithm; least squares algorithm; minimal complexity; prediction errors; recursive least squares filtering; Arithmetic; Electronic mail; Estimation error; Filtering algorithms; Filters; Lattices; Least squares methods; Parallel processing; Resonance light scattering; Robustness;
Conference_Titel :
Circuits and Systems, 1995., Proceedings., Proceedings of the 38th Midwest Symposium on
Conference_Location :
Rio de Janeiro
Print_ISBN :
0-7803-2972-4
DOI :
10.1109/MWSCAS.1995.510256
