New fast QR decomposition least squares adaptive algorithms

作     者：Rontogiannis, AA Theodoridis, S 

作者机构：Univ Athens Dept Informat Athens Greece 

出 版 物：《IEEE TRANSACTIONS ON SIGNAL PROCESSING》 (IEEE Trans Signal Process)

年 卷 期：1998年第46卷第8期

页      面：2113-2121页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 

主　　题：adaptive algorithms fast algorithms 

摘      要：This 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 algorithms 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 an order recursive lattice type algorithm based exclusively on orthogonal Givens rotations, with lower complexity compared to previously derived ones. Both algorithms are derived following a new approach, which exploits efficient time and order updates of a specific state vector quantity.