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QR-Decomposition-Based RLS Filters

  • Paulo S. R. DinizEmail author
Chapter

Abstract

The application of QR decomposition [1] to triangularize the input data matrix results in an alternative method for the implementation of the recursive least-squares (RLS) method previously discussed. The main advantages brought about by the recursive least-squares algorithm based on QR decomposition are its possible implementation in systolic arrays [2, 3, 4] and its improved numerical behavior when quantization effects are taken into account [5].

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© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Universidade Federal do Rio de JaneiroNiteróiBrazil

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