• DocumentCode
    1836533
  • Title

    Fast updating of structured linear systems of equations with applications in adaptive filtering

  • Author

    Chandrasekaran, S. ; Gu, M. ; Sayed, Ali H.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
  • Volume
    1
  • fYear
    1999
  • fDate
    24-27 Oct. 1999
  • Firstpage
    427
  • Abstract
    Linear systems of equations with structured coefficient matrices arise in several applications in signal processing and communications. In this paper we develop fast algorithms for updating the solutions of such systems when the coefficient matrices undergo rank-one updates that preserve the matrix structure. An application in adaptive filtering is noted.
  • Keywords
    adaptive filters; filtering theory; matrix inversion; matrix multiplication; signal processing; adaptive filtering; communications; fast updating algorithms; linear systems of equations; rank-one updates; signal processing; structured coefficient matrices; Adaptive filters; Adaptive signal processing; Algebra; Costs; Electrical engineering; Equations; Linear systems; Mathematics; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signals, Systems, and Computers, 1999. Conference Record of the Thirty-Third Asilomar Conference on
  • Conference_Location
    Pacific Grove, CA, USA
  • ISSN
    1058-6393
  • Print_ISBN
    0-7803-5700-0
  • Type

    conf

  • DOI
    10.1109/ACSSC.1999.832365
  • Filename
    832365