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A state-space approach to QRD-LSL interpolation and QRD-LSL smoothing

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1 Author(s)
Jenq-Tay Yuan ; Dept. of Electr. Eng., Fu Jen Catholic Univ., Taipei, Taiwan

Sayed and Kailath (1994) demonstrated the feasibility of directly deriving many known adaptive filtering algorithms in square-root forms by a proper reformulation of the original adaptive problem into a state-space form. This work employs this state-space form to develop adaptive interpolation and smoothing algorithms. In particular, a systematic and concise derivation of the QR-decomposition least-squares lattice (QRD-LSL) interpolation and smoothing algorithms using correspondences between Kalman filtering and LSL adaptive filtering is given

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Signal Processing, IEEE Transactions on  (Volume:49 ,  Issue: 11 )