Adaptive IIR filtering using QR matrix decomposition

In this correspondence, an approach to adaptive IIR filtering based on a pseudo-linear regression and applying an iterative QR matrix decomposition is developed. In simulations, the algorithm has shown a high stability and excellent convergence properties. The derivation of the IIR-QR adaptive filter is straightforward, and the computational complexity of the algorithm is comparable with the FIR-QR adaptive algorithm of the same order and less than gradient-based adaptive IIR filters such as the simplified-gradient recursive prediction error (RPE) algorithm. Fast versions of O(N) computational complexity are readily available.

[1]  S. T. Alexander,et al.  Adaptive Signal Processing: Theory and Applications , 1986 .

[2]  Jinhui Chao,et al.  A new IIR adaptive echo canceler: GIVE , 1994, IEEE J. Sel. Areas Commun..

[3]  I. Proudler,et al.  Algorithmic Engineering Applied to the Qr-rls Adaptive Algorithm , 1996 .

[4]  William Martin Snelgrove,et al.  An efficient adaptive cascade IIR filter , 1991, 1991., IEEE International Sympoisum on Circuits and Systems.

[5]  J. G. McWhirter,et al.  Algorithmic engineering in adaptive signal processing , 1992 .

[6]  S. Thomas Alexander,et al.  Adaptive Signal Processing , 1986, Texts and Monographs in Computer Science.

[7]  J. Shynk.  Adaptive IIR filtering , 1989, IEEE ASSP Magazine.

[8]  J. G. McWhirter,et al.  Recursive Least-Squares Minimization Using A Systolic Array , 1983, Optics & Photonics.

[9]  P. Kumar,et al.  Theory and practice of recursive identification , 1985, IEEE Transactions on Automatic Control.

[10]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[11]  Bernard Widrow,et al.  Adaptive Signal Processing , 1985 .

[12]  Simon Haykin,et al.  Adaptive filter theory (2nd ed.) , 1991 .

[13]  F.X.Y. Gao,et al.  An adaptive backpropagation cascade IIR filter , 1992 .

[14]  P. Feintuch.  An adaptive recursive LMS filter , 1976, Proceedings of the IEEE.

[15]  John J. Shynk,et al.  Adaptive IIR filtering using parallel-form realizations , 1989, IEEE Trans. Acoust. Speech Signal Process..

[16]  J. G. McWhirter,et al.  Algorithmic engineering in adaptive signal processing: worked examples , 1994 .