Numerically stable fast recursive least-squares transversal filters

Author

Slock, D.T.M. ; Kailath, T.

Author_Institution

Stanford Univ., CA, USA

fYear

1988

fDate

11-14 Apr 1988

Firstpage

1365

Abstract

The problem of numerical stability of fast recursive least-squares transversal filter (FTF) algorithms is addressed. The prewindowing case with exponential weighting is considered. A framework for the analysis of the error propagation in these algorithms is developed. Within this framework, it is shown that the computationally most efficient 7N form (dealt with by G. Carayanmis et al. (1983) and by J.M. Cioffi (1984)) is exponentially unstable. By introducing redundancy in this algorithm, feedback of numerical errors becomes possible. This leads to a numerically stable FTF algorithm with complexity 9N. The results are presented for the complex multichannel joint-process filtering problem

Keywords

digital filters; filtering and prediction theory; least squares approximations; stability; algorithms; error propagation; exponential weighting; fast recursive least-squares transversal filters; multichannel joint-process filtering; numerical errors feedback; numerical stability; prewindowing; redundancy; Adaptive algorithm; Algorithm design and analysis; Contracts; Error analysis; Least squares approximation; Military computing; Redundancy; Resonance light scattering; Robustness; Transversal filters;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on

Conference_Location

New York, NY

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1988.196850

Filename

196850