Fast QRD-RLS Algorithms

  • José A. ApolinárioJrEmail author
  • Paulo S.R. Diniz


Although numerically robust, the QR-decomposition recursive least- squares (QRD-RLS) algorithms studied in the previous chapter are computationally intensive, requiring a number of mathematical operations in the order of N2, or о[N2], N being the order of the adaptive filter. This chapter describes the so-called fast QRD-RLS algorithms, i.e., those computationally efficient algorithms that, besides keeping the attractive numerical robustness of the family, benefits from the fact that the input signal is a delay line, reducing the complexity to о[N]. The fast versions of the QRD-RLS algorithms using real variables are classified and derived. For each algorithm, we present the final set of equations as well as their pseudo-codes in tables. For the main algorithms, their descriptions are given utilizing complex variables


Prediction Error Delay Line Adaptive Filter Previous Chapter Lattice Algorithm 
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© Springer-Verlag US 2009

Authors and Affiliations

  1. 1.Military Institute of Engineering (IME)Rio de JaneiroBrazil
  2. 2.Federal University of Rio de Janeiro (UFRJ)Rio de JaneiroBrazil

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