Adaptive system identification and signal processing algorithms
Adaptive system identification and signal processing algorithms
Matrix computations (3rd ed.)
Adaptive Filtering: Algorithms and Practical Implementation
Adaptive Filtering: Algorithms and Practical Implementation
New fast inverse QR least squares adaptive algorithms
ICASSP '95 Proceedings of the Acoustics, Speech, and Signal Processing, 1995. on International Conference - Volume 02
On the duality between fast QR methods and lattice methods in leastsquares adaptive filtering
IEEE Transactions on Signal Processing
A Method for Recursive Least Squares Filtering Based Upon an Inverse QR Decomposition
IEEE Transactions on Signal Processing
Multichannel fast QRD-LS adaptive filtering: new technique andalgorithms
IEEE Transactions on Signal Processing
Multichannel fast QR-decomposition algorithms: weight extraction method and its applications
IEEE Transactions on Signal Processing
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Fast QR decomposition recursive least-squares (FQRD-RLS) algorithms are well known for their fast convergence and reduced computational complexity. A considerable research effort has been devoted to the investigation of single-channel versions of the FQRD-RLS algorithms, while the multichannel counterparts have not received the same attention. The goal of this paper is to broaden the study of the efficient and low complexity family of multichannel RLS adaptive filters, and to offer new algorithm options. We present a generalized approach for block-type multichannel FQRD-RLS (MC-FQRD-RLS) algorithms that includes both cases of equal and multiple order. We also introduce new versions for block-channel and sequential-channel processing, details of their derivations, and a comparison in terms of computational complexity. The proposed algorithms are based on the updating of backward a priori and a posteriori error vectors, which are known to be numerically robust.