Canonical ladder form realizations and fast estimation algorithms
Canonical ladder form realizations and fast estimation algorithms
Fast algorithms for fixed-order recursive least squares parameter estimation
Fast algorithms for fixed-order recursive least squares parameter estimation
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The 3 fundamental planar biorthogonalization steps which underlie the geometric derivation of the FRLS adaptive lattices are gathered into a unit-length 3D tetrahedron. The inverse of Yule's PARCOR Identity (YPII) then admits a nice geometric interpretation in terms of projections into this tetrahedron. Since tetrahedrons are closely related to spherical triangles, YPII is recognized as the fundamental "cosine law" of spherical trigonometry. In that framework, the angle-normalized RLS lattice recursions happen to be one particular solution to one of the six spherical triangle problems. The practical interest of this brand new geometric interpretation is that we can take advantage of the well-trodden path of spherical trigonometry to derive unoticed recursions among RLS quantities. This leads, for instance, to an original "dual" version of YPII.