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A new 2-D fast RLS algorithm

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2 Author(s)
A. M. Sequeira ; US Naval Postgraduate Sch., Monterey, CA, USA ; C. W. Therrien

A two-dimensional fast recursive least-squares algorithm is presented using a geometrical formulation based on the mathematical concepts of vector space, orthorgonal projection, and subspace decomposition. By appropriately ordering the 2-D data, the algorithm provides an exact least-squares solution to the deterministic normal equations. The method is further extended to the general FIR (finite impulse response) Wiener filter and the ARMA (autoregressive moving-average) modeling. The size and shape of the support region for both the MA and AR coefficients of the filter can be chosen arbitrarily

Published in:

Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on

Date of Conference:

3-6 Apr 1990