Title :
A square-root-free QRD-LSL interpolation algorithm
Author :
Yuan, Jenq-Tay ; Chiang, Chih-An ; Wu, Chang-Hung
Author_Institution :
Dept. of Electr. Eng., Fu Jen Catholic Univ., Taipei
fDate :
March 31 2008-April 4 2008
Abstract :
This paper develops a fast order-recursive square-root-free (SRF) QR-decomposition-based least-squares lattice (QRD-LSL) interpolation algorithm that significantly improves the numerical stability of its square-root (SR) version. The proposed interpolation algorithm can be used to implement the widely known recursive least-squares (RLS) algorithm with a computational complexity of O(N log2 N) per iteration, where N is the order of the RLS filter.
Keywords :
filtering theory; interpolation; least squares approximations; recursive filters; QR-decomposition-based least-squares lattice; RLS filter; computational complexity; fast order-recursive algorithm; numerical stability; recursive least-squares algorithm; square-root version; square-root-free QRD-LSL interpolation algorithm; Circuit synthesis; Computational complexity; Interpolation; Kalman filters; Lattices; Numerical stability; Resonance light scattering; Signal processing algorithms; Strontium; Very large scale integration; Interpolation; QR-decomposition (QRD); least-squares lattice (LSL); prediction; recursive least-squares (RLS); square-root-free (SRF);
Conference_Titel :
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
Conference_Location :
Las Vegas, NV
Print_ISBN :
978-1-4244-1483-3
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2008.4518484
