Title :
A modified QR adaptive filtering algorithm-elementary approach
Author :
Park, PooGyeon ; Kailath, Thomaks
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
fDate :
31 Oct-2 Nov 1994
Abstract :
This paper presents a modified form of the conventional QR algorithm for adaptive filtering. By exploiting the displacement structure of the correlation matrix of the data, the paper suggests a fast method of constructing a unitary rotation that can be used to propagate an estimate in the QR algorithm. As a result, the paper provides a numerically better version of the so-called “hybrid QR/LLS” adaptive filtering algorithm discovered by Regalia and Bellanger (see IEEE Transactions on Signal Processing, vol.39, p.879-891, April 1991); in their original version, a so-called likelihood variable computed by using variance-normalized backwards a posteriori prediction errors may not be positive semi-definite because of round-off errors. In our approach, this variable is guaranteed to be positive semi-definite
Keywords :
adaptive filters; adaptive signal processing; circuit feedback; correlation methods; error analysis; filtering theory; lattice filters; least squares approximations; matrix algebra; roundoff errors; a posteriori prediction errors; correlation matrix; displacement structure; feedback lattice filter; lattice least-squares algorithm; likelihood variable; modified QR adaptive filtering algorithm; positive semi-definite variable; round-off errors; unitary rotation; Adaptive arrays; Adaptive filters; Electronic mail; Equations; Feedback; Filtering algorithms; Information systems; Lattices; Roundoff errors; Scattering;
Conference_Titel :
Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-6405-3
DOI :
10.1109/ACSSC.1994.471522
