Title :
A minimal, rotation-based FRLS lattice algorithm
Author :
Desbouvries, François ; Regalia, Phillip
Author_Institution :
Dept. Signal et Image, Inst. Nat. des Telecommun., Evry, France
fDate :
5/1/1997 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
