Transform domain approximate QR-LS adaptive filtering algorithm

Author

Xin-Xing, Yang ; Chan, S.C.

Author_Institution

Dept. of Electr. & Electron. Eng., Hong Kong Univ., China

Volume

4

fYear

2003

fDate

25-28 May 2003

Abstract

An improved approximate QR-least squares (A-QR-LS) algorithm, called the transform domain A-QR-LS (TA-QR-LS) algorithm, is introduced. The input signal vector is approximately decorrelated by some unitary transformations before applying the A-QR-LS, which is shown to improve considerably the convergence speed of the A-QR-LS algorithm recently proposed by Liu (IEEE Trans. SP, vol. 43, pp. 720-729, 1995). Furthermore, it is possible to reduce the arithmetic complexities (O(N)) of the A-QR-LS, and TA-QR-LS algorithms by using Givens rotations instead of the Householder transformation. Simulation results show that the proposed TA-QR-LS algorithm is a good alternative to the conventional recursive least squares (RLS) algorithm in adaptive filtering applications involving multiple channels, acoustic modeling, and fast parameter variations.

Keywords

adaptive filters; computational complexity; convergence; filtering theory; least squares approximations; recursive estimation; transforms; Givens rotations; Householder transformation; RLS algorithm; TA-QR-LS algorithms; acoustic modeling; adaptive filtering applications; approximate QR-least squares algorithm; arithmetic complexities; convergence speed; fast parameter variations; input signal vector; multiple channels; recursive least squares algorithm; simulation; transform domain A-QR-LS algorithm; transform domain approximate QR-LS adaptive filtering algorithm; unitary transformations; Adaptive filters; Arithmetic; Convergence; Decorrelation; Filtering algorithms; Least squares approximation; Least squares methods; Matrix decomposition; Parameter estimation; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 2003. ISCAS '03. Proceedings of the 2003 International Symposium on

Print_ISBN

0-7803-7761-3

Type

conf

DOI

10.1109/ISCAS.2003.1205851

Filename

1205851