The FLS-QR algorithm for adaptive filtering: The case of multichannel signals

DOI10.1016/0165-1684(91)90044-JMaRDI QIDQ809049zbMATH OpenFDO

Authors Maurice G. Bellanger, Phillip A. Regalia

Publication date 1991

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(91)90044-J

zbMATH Keywords

adaptive filteringfast least squares algorithmsmultichannel signalsmultidimensional signals

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Multivariable systems, multidimensional control systems (93C35) Filtering in stochastic control theory (93E11)

Review text

The Fast Least Squares (FLS) algorithms based on the QR triangular decomposition of the input signal matrix and developed for the case of one-dimensional signals can be extended to handle the case of multidimensional (MD) or multichannel signals. The FLS-QR algorithms for multidimensional signals are conceptually more complicated than those for one-dimensional signals. However, they can be implemented using a simplified approach which is just a repetition of the 1-D algorithm for a K times run, for K-dimensional signals. In that case, the computational complexity is just multiplied by the number of input signals and the basic properties of the 1-D case should be kept, particularly the robustness to wordlength limitations.

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(4)

• Efficient adaptive algorithms for multichannel least squares filtering using a channel decomposition technique
• A New Multichannel Recursive Least Squares Algorithm for Very Robust and Efficient Adaptive Filtering
• A Step-by-Step Quasi-Newton Algorithm in the Frequency Domain and Its Application to Adaptive Channel Equalization
• Multichannel fast QRD-RLS adaptive filtering: block-channel and sequential-channel algorithms based on updating backward prediction errors

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