Title :
On the duality between the fast transversal and the fast rotors adaptive least squares algorithms
Author :
Glentis, George-Othon
Author_Institution :
Dept. of Inf., Athens Univ., Greece
Abstract :
The duality between the fast transversal and the fast rotors adaptive least squares algorithms is established. It is shown that these two algorithmic families are related via a time-varying state transformation. The state transformation method is then applied to both the fast Kalman as well as the FAEST (FTF) algorithm, to derive fast rotors counterparts
Keywords :
FIR filters; Kalman filters; adaptive signal processing; filtering theory; least squares approximations; prediction theory; recursive filters; FAEST algorithm; FIR filter length; adaptive least squares algorithms; duality; fast Kalman algorithm; fast rotors algorithm; fast transversal algorithm; linear filtering; linear prediction; recursive least squares algorithm; state transformation method; time-varying state transformation; Algorithm design and analysis; Bridges; Digital signal processing; Finite impulse response filter; Kalman filters; Least squares methods; Resonance light scattering; Tires;
Conference_Titel :
Digital Signal Processing Proceedings, 1997. DSP 97., 1997 13th International Conference on
Conference_Location :
Santorini
Print_ISBN :
0-7803-4137-6
DOI :
10.1109/ICDSP.1997.627952
