A new fast QR algorithm based on a Priori errors

IEEE Signal Processing Letters

Volumn 4, Issue 11, 1997, Pages 307-309

  Apolinário Jr , José Antonio ^a   Diniz, Paulo S R ^b  

^a MILITARY INSTITUTE OF ENGINEERING   (Brazil)

^b FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Adaptive filters; Fast QR decomposition; Recursive least squares; RLS algorithms

Indexed keywords

ADAPTIVE FILTERING; ERRORS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; RECURSIVE FUNCTIONS; VECTORS;

ORTHONORMAL MATRIX; RECURSIVE LEAST SQUARES; WEIGHTED SQUARE ERROR;

ALGORITHMS;

EID: 0031268353     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.641395     Document Type: Article

References (7)

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4. P. A. Regalia and M. G. Bellanger, "On the duality between fast QR methods and lattice methods in least squares adaptive filtering," IEEE Trans. Signal Processing, vol. 39, pp. 879-891, Apr. 1991.
5. A. A. Rontogiannis and S. Theodoridis, "New fast inverse QR least squares adaptive algorithms," in Proc. ICASSP'95, Detroit, MI, 1995.
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7. S. T. Alexander and A. L. Ghiraikar, "A method for recursive least squares adaptive filtering based upon an inverse QR decomposition," IEEE Trans. Signal Processing, vol. 41, pp. 20-30, Jan. 1993.