DocumentCode
876271
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
Volume
41
Issue
3
fYear
1993
fDate
3/1/1993 12:00:00 AM
Firstpage
1405
Lastpage
1409
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.205742
Filename
205742
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