A minimal, rotation-based FRLS lattice algorithm

Author

Desbouvries, François ; Regalia, Phillip

Author_Institution

Dept. Signal et Image, Inst. Nat. des Telecommun., Evry, France

Volume

45

Issue

5

fYear

1997

fDate

5/1/1997 12:00:00 AM

Firstpage

1371

Lastpage

1374

Abstract

We propose an alternate Givens rotation-based least-squares lattice algorithm. Based on spherical trigonometry principles, this algorithm turns out to be a normalized version of the fast QRD-based least-squares lattice filter, introduced independently by Ling (1991) and by Proudler et al. (1990, 1991). In contrast with that algorithm, the storage requirements of the new algorithm are minimal (in the system theory sense). From this, we show that the new algorithm satisfies the backward consistency property and, hence, enjoys stable error propagation

Keywords

adaptive filters; filtering theory; lattice filters; least squares approximations; prediction theory; recursive filters; Givens rotation-based least-squares lattice algorithm; backward consistency property; fast QRD-based least-squares lattice filter; fast recursive least squares adaptive filtering; minimal storage requirements; spherical trigonometry principles; stable error propagation; Adaptive filters; Filtering algorithms; Gaussian processes; Lattices; Signal processing algorithms; Standards publication;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.575713

Filename

575713