Title :
Lattice and OR decomposition-based algorithms for recursive least squares adaptive nonlinear filters
Author :
Syed, Mushtaq A. ; Mathews, V. John
Author_Institution :
Dept. of Electr. Eng., Utah Univ., Salt Lake City, UT, USA
Abstract :
A lattice structure for adaptive Volterra systems is presented. The structure is applicable to arbitrary planes of support of the Volterra kernels. A fast least-squares lattice algorithm and a fast QR-lattice adaptive nonlinear filtering algorithm based on the lattice structure are presented. These algorithms share the fast convergence property of fast least-squares transversal Volterra filters; however, unlike the transversal filters, they do not suffer from numerical instability
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; OR decomposition-based algorithms; Volterra kernels; adaptive Volterra systems; convergence property; fast QR-lattice adaptive nonlinear filtering algorithm; fast least-squares lattice algorithm; lattice structure; recursive least squares adaptive nonlinear filters; transversal Volterra filters; Adaptive filters; Biological system modeling; Convergence of numerical methods; Filtering algorithms; Kernel; Lattices; Least squares methods; Nonlinear filters; Resonance light scattering; Transversal filters;
Conference_Titel :
Circuits and Systems, 1990., IEEE International Symposium on
Conference_Location :
New Orleans, LA
DOI :
10.1109/ISCAS.1990.112005
