New fast inverse QR least squares adaptive algorithms

Authors:
A. A. Rontogiannis;S. Theodoridis
Affiliations:
Dept. of Inf., Athens Univ., Greece;Dept. of Electr. Eng., Ottawa Univ., Ont., Canada
Venue:
ICASSP '95 Proceedings of the Acoustics, Speech, and Signal Processing, 1995. on International Conference - Volume 02
Year:
1995

Citing 0
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IEEE Transactions on Circuits and Systems Part I: Regular Papers

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Abstract

The paper presents two new, closely related adaptive algorithms for LS system identification. The starting point for the derivation of the algorithms is the inverse Cholesky factor of the data correlation matrix, obtained via a QR decomposition (QRD). Both are of O(p) computational complexity with p being the order of the system. The first algorithm is a fixed order QRD scheme with enhanced parallelism. The second is a lattice type algorithm based on Givens rotations, with lower complexity compared to previously derived ones.