A unified derivation of square-root multichannel least-squares filtering algorithms

Authors:
Babak H. Khalaj;Ali H. Sayed;Thomas Kailath
Affiliations:
Information Systems Laboratory, Stanford University, CA;Information Systems Laboratory, Stanford University, CA;Information Systems Laboratory, Stanford University, CA
Venue:
ICASSP'93 Proceedings of the 1993 IEEE international conference on Acoustics, speech, and signal processing: image and multidimensional signal processing - Volume V
Year:
1993

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Abstract

We prestnt a new derivation of exact least-squares multichannel and multi-dimensional adaptive algorithms, based on explicitly formulating the problem as a state-space estimation problem and then using different square-root versions of the Kalman Chandrasekhar. and information algorithms. Moreover, by exploiting the, shift structure, of the input data. we further derive the fast multichannel RLS and lattice filters within the same framework.