Algorithmically engineered fast multichannel adaptive filter based on QR-RLS

Author

Harteneck, M. ; McWhirter, J.G. ; Proudler, I.K. ; Stewart, R.W.

Author_Institution

Dept. of Electron. & Electr. Eng., Strathclyde Univ., Glasgow, UK

Volume

146

Issue

1

fYear

1999

fDate

2/1/1999 12:00:00 AM

Firstpage

7

Lastpage

14

Abstract

A fast version of the multichannel QR algorithm for RLS adaptive filtering, with channel filters of unequal length, is derived. This is achieved by applying the techniques of algorithmic engineering to a signal flow graph representation of the basic QR RLS algorithm. By virtue of this graphical approach, the derivation is relatively straightforward and circumvents the complex and notationally verbose matrix algebra usually involved in the derivation of fast RLS algorithms in general and the previously published, unequal-length, multichannel RLS lattice algorithm in particular

Keywords

adaptive filters; adaptive signal processing; filtering theory; lattice filters; least squares approximations; recursive filters; signal flow graphs; QR-RLS; RLS adaptive filtering; algorithmic engineering; fast RLS algorithms; fast multichannel adaptive filter; graphical approach; multichannel QR algorithm; multichannel RLS lattice algorithm; signal flow graph representation; unequal length channel filters;

fLanguage

English

Journal_Title

Vision, Image and Signal Processing, IEE Proceedings -

Publisher

iet

ISSN

1350-245X

Type

jour

DOI

10.1049/ip-vis:19990019

Filename

766321