Title :
A generalization of McWhirter´s formulas
Author_Institution :
Siemens AG, Munchen, Germany
fDate :
8/1/1993 12:00:00 AM
Abstract :
A spatial QR recursive least squares adaptive filter with fast implicit computation of the residual in the more general case of delayed filtering is presented. The new recursions can be reviewed as a generalization of J.G. McWhirter´s (1983) formulas. Experimental results confirm the superior performance of this algorithm. In a systolic realization these generalized McWhirter recursions can be implemented with only a few layers of an appended array with O(N) rotational processors and thus appear as a natural and useful extension of the classical array described by H.T. Kung and W.M. Gentleman (1981)
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; signal processing; systolic arrays; McWhirter´s formulas; O(N) rotational processors; QR-RLS filters; delayed filtering; fast implicit computation; spatial QR recursive least squares adaptive filter; systolic array; systolic realization; Adaptive filters; Delay effects; Delay estimation; Filtering; Least squares approximation; Least squares methods; Parameter estimation; Resonance light scattering; Sensor phenomena and characterization; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on