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Fast QRD-RLS Algorithms

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

Abstract

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

Keywords

Prediction Error Delay Line Adaptive Filter Previous Chapter Lattice Algorithm 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© 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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