论文信息 - A novel givens rotation based fast SQR-RLS algorithm

A novel givens rotation based fast SQR-RLS algorithm

A novel Fast RLS Algorithm based on the Givens Rotation and developed from an UDUT square-root factorization of autocorrelation matrix is discussed. The algorithm presents excellent numerical properties and requires 14N multiplications and 6N divisions per sampling interval, where N is the linear filter order.

Alberto Carini

[1] Enzo Mumolo,et al. Volterra adaptive prediction of speech with application to waveform coding , 1995, Eur. Trans. Telecommun..

[2] I. Proudler,et al. Computationally efficient QR decomposition approach to least squares adaptive filtering , 1991 .

[3] Phillip A. Regalia,et al. On the duality between fast QR methods and lattice methods in least squares adaptive filtering , 1991, IEEE Trans. Signal Process..

[4] G. Bierman. Factorization methods for discrete sequential estimation , 1977 .

[5] S. Haykin,et al. Adaptive Filter Theory , 1986 .