Fast, recursive-least-squares transversal filters for adaptive filtering

DOI10.1109/TASSP.1984.1164334zbMATH Open0577.93073MaRDI QIDQ3699595FDOQ3699595

Authors: John M. Cioffi, T. Kailath 

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

computational complexitylinear regression modelsstochastic gradient algorithms

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Analysis of algorithms and problem complexity (68Q25) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12)

Cited In (44)

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• Time-variant linear optimal finite impulse response estimator for discrete state-space models
• Regularized fast recursive least squares algorithms for finite memory filtering
• Unified derivation and initial convergence of three prewindowed fast transversal recursive least squares algorithms
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• Applying numerical linear algebra techniques to analyzing algorithms in signal processing
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• Stability of the quantized LMS algorithm
• A computationally reduced version of the fast \(\mathrm{H}_\infty\) filter
• Extended adaptive lattice filters for disturbance input processes
• A fast convergence normalized least-mean-square type algorithm for adaptive filtering
• High speed implementation of certain adaptive filters: A novel Toeplitz matrix decomposition approach
• A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties
• Practical implementation of multichannel adaptive filters based on FTF and AP algorithms for active control
• Efficient fast recursive least-squares adaptive complex filtering using real valued arithmetic
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• A class of mixed transversal and ladder adaptive filters with pure order updates
• Error propagation properties of recursive least-squares adaptation algorithms
• Sliding transforms for efficient implementation of transform domain adaptive filters
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• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing

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