• 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