Title :
A novel structure for adaptive LS FIR filtering based on QR decomposition
Author :
Varvitsiotis, A.P. ; Theodoris, S. ; Moustakides, G.
Author_Institution :
Dept. of Comput. Eng., Patras Univ., Rio, Greece
Abstract :
A very powerful technique for computing the LS (least squares) estimates of an FIR (finite impulse response) filter´s impulse response is described. It is based on the QR factorization of the input data matrix. The method consists of two parts. First the input matrix is factorized into an orthogonal Q part and an upper triangular R part. The unknown coefficients are then obtained from a triangular linear system of equations. An algorithm for solving the above linear system, which is appropriate for adaptive processing, is proposed. This is achieved via a set of Givens rotations and a modified Faddeeva scheme
Keywords :
adaptive filters; digital filters; filtering and prediction theory; QR decomposition; adaptive LS FIR filtering; adaptive processing; digital filters; finite impulse response; input matrix; least squares; triangular linear system of equations; Adaptive arrays; Adaptive filters; Equations; Filtering; Finite impulse response filter; Linear systems; Matrices; Matrix decomposition; Signal processing algorithms; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266575
