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Adaptive IIR filtering using QR matrix decomposition

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2 Author(s)
Harteneck, M. ; Signal Process. Div., Strathclyde Univ., Glasgow, UK ; Stewart, R.W.

In this correspondence, an approach to adaptive IIR filtering based on a pseudo-linear regression and applying an iterative QR matrix decomposition is developed. In simulations, the algorithm has shown a high stability and excellent convergence properties. The derivation of the IIR-QR adaptive filter is straightforward, and the computational complexity of the algorithm is comparable with the FIR-QR adaptive algorithm of the same order and less than gradient-based adaptive IIR filters such as the simplified-gradient recursive prediction error (RPE) algorithm. Fast versions of O(N) computational complexity are readily available

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Signal Processing, IEEE Transactions on  (Volume:46 ,  Issue: 9 )