Title :
A unified square-root-free approach for QRD-based recursive-least-squares estimation
Author :
Hsieh, S.F. ; Liu, K.J.R. ; Yao, K.
Author_Institution :
Dept. of Commun. Eng., Nat. Chiao Tung Univ., Hsinchu, Taiwan
fDate :
3/1/1993 12:00:00 AM
Abstract :
The generic formula for the Givens rotation, the most commonly used method for QR-decomposition (QRD) updating, requires explicit square-root (sqrt) computations, which constitute a computational bottleneck. A unified systematic approach for sqrt-free Givens rotations is provided. By properly choosing two parameters, all previously known, as well as new, sqrt-free methods are included in the unified approach. This unified treatment is also extended to the QRD-based recursive-least-squares (RLS) problem for optimum residual acquisition without sqrt operations
Keywords :
estimation theory; least squares approximations; Givens rotation; QR-decomposition; QRD RLS estimation; recursive least squares; residual acquisition; square root free methods; Circuit synthesis; Computer architecture; Filtering; Least squares approximation; Least squares methods; Matrix decomposition; Recursive estimation; Resonance light scattering; Signal processing algorithms; Very large scale integration;
Journal_Title :
Signal Processing, IEEE Transactions on