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A unified square-root-free approach for QRD-based recursive-least-squares estimation

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3 Author(s)
Hsieh, S.F. ; Dept. of Commun. Eng., Nat. Chiao Tung Univ., Hsinchu, Taiwan ; Liu, K.J.R. ; Yao, K.

The generic formula for the Givens rotation, the most commonly used method for QR-decomposition (QRD) updating, requires explicit square-root (sqrt) computations, which constitute a computational bottleneck. A unified systematic approach for sqrt-free Givens rotations is provided. By properly choosing two parameters, all previously known, as well as new, sqrt-free methods are included in the unified approach. This unified treatment is also extended to the QRD-based recursive-least-squares (RLS) problem for optimum residual acquisition without sqrt operations

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Signal Processing, IEEE Transactions on  (Volume:41 ,  Issue: 3 )