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Recursive least-squares algorithms of modified Gram-Schmidt type for parallel weight extraction

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1 Author(s)
Sakai, H. ; Div. of Appl. Syst. Sci., Kyoto Univ., Japan

This paper presents some new algorithms for parallel weight extraction in the recursive least-squares (RLS) estimation based on the modified Gram-Schmidt (MGS) method. These are the counterparts of the algorithms using an inverse QR decomposition based on the Givens rotations and do not contain the square root operation. Systolic-array implementations of the algorithms are considered on a 2-D rhombic array. Simulation results are also presented to compare the finite word-length effect of these new algorithms and existing algorithms

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Signal Processing, IEEE Transactions on  (Volume:42 ,  Issue: 2 )