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New fast inverse QR least squares adaptive algorithms

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2 Author(s)
Rontogiannis, A.A. ; Dept. of Inf., Athens Univ., Greece ; Theodoridis, S.

The 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 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 a lattice type algorithm based on Givens rotations, with lower complexity compared to previously derived ones

Published in:

Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on  (Volume:2 )

Date of Conference:

9-12 May 1995