Fast QR based IIR adaptive filtering algorithm

Author

Bhouri, Mounir

Author_Institution

UFR Math. et Inf., Univ. Rene Descartes, Paris, France

Volume

3

fYear

1999

fDate

15-19 Mar 1999

Firstpage

1237

Abstract

In this paper, we present a new QR based algorithm for IIR adaptive filtering. This algorithm achieves a reduction of complexity with regard to the IIR-QR algorithm by using a block reduction transformation. Moreover, this new approach makes it possible to directly transform the fast FIR algorithm into fast O(N) versions of the IIR algorithm. Therefore, we derive a fast version of the algorithm from the rotation-based lattice algorithm (QR-LSL). Simulations, have proven the fast convergence and the good numerical properties of both algorithms for systems satisfying the strictly positive real (SPR) condition

Keywords

FIR filters; IIR filters; adaptive filters; computational complexity; convergence of numerical methods; lattice filters; transforms; QR-LSL; SPR condition; block reduction transformation; complexity; convergence; fast FIR algorithm; fast O(N) versions; fast QR based IIR adaptive filtering algorithm; numerical properties; rotation-based lattice algorithm; strictly positive real condition; Adaptive algorithm; Adaptive filters; Convergence of numerical methods; Filtering algorithms; Finite impulse response filter; IIR filters; Iterative algorithms; Lattices; Least squares approximation; Least squares methods;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on

Conference_Location

Phoenix, AZ

ISSN

1520-6149

Print_ISBN

0-7803-5041-3

Type

conf

DOI

10.1109/ICASSP.1999.756202

Filename

756202