The normalized least-squares order-recursive lattice smoother

作     者：Kim, DK Park, P 

作者机构：Pohang Univ Sci & Technol Div Elect & Comp Engn Nam Gu Pohang 790784 South Korea 

出 版 物：《SIGNAL PROCESSING》 (信号处理)

年 卷 期：2002年第82卷第6期

页      面：895-905页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 

主　　题：adaptive filters normalized LSORL smoothers smoothing algorithms least-squares lattice algorithms order-recursive structures geometric interpretation finite precision arithmetic 

摘      要：This paper introduces a variance- and angle-normalized version of the least-squares order-recursive lattice (LSORL) smoother, say, the normalized LSORL smoother, via a geometric approach, The normalized LSORL smoother has excellent round-off noise properties and inherits all the other advantages of the normalized LSORL as well. Simulation results show that the normalized LSORL smoother outperforms the existing LSORL and QRD-based least-squares lattice smoother algorithms when finite-precision arithmetic is used. (C) 2002 Elsevier Science B.V. All rights reserved.