On the duality between the fast transversal and the fast rotors adaptive least squares algorithms

Author

Glentis, George-Othon

Author_Institution

Dept. of Inf., Athens Univ., Greece

Volume

1

fYear

1997

fDate

2-4 Jul 1997

Firstpage

21

Abstract

The duality between the fast transversal and the fast rotors adaptive least squares algorithms is established. It is shown that these two algorithmic families are related via a time-varying state transformation. The state transformation method is then applied to both the fast Kalman as well as the FAEST (FTF) algorithm, to derive fast rotors counterparts

Keywords

FIR filters; Kalman filters; adaptive signal processing; filtering theory; least squares approximations; prediction theory; recursive filters; FAEST algorithm; FIR filter length; adaptive least squares algorithms; duality; fast Kalman algorithm; fast rotors algorithm; fast transversal algorithm; linear filtering; linear prediction; recursive least squares algorithm; state transformation method; time-varying state transformation; Algorithm design and analysis; Bridges; Digital signal processing; Finite impulse response filter; Kalman filters; Least squares methods; Resonance light scattering; Tires;

fLanguage

English

Publisher

ieee

Conference_Titel

Digital Signal Processing Proceedings, 1997. DSP 97., 1997 13th International Conference on

Conference_Location

Santorini

Print_ISBN

0-7803-4137-6

Type

conf

DOI

10.1109/ICDSP.1997.627952

Filename

627952