Numerically Stable Fast Transversal Filters for Recursive Least-Squares Adaptive Filtering View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1991

AUTHORS

Dirk T. M. Slock , Thomas Kailath

ABSTRACT

In this paper, a solution is proposed to the long-standing problem of the numerical instability of Fast Recursive Least-Squares Transversal Filter (FTF) algorithms with exponential weighting, which is an important class of algorithms for adaptive filtering. A framework for the analysis of the error propagation in FTF algorithms is first developed; within this framework, we show that the computationally most efficient 7N form is exponentially unstable. However, by introducing redundancy into this algorithm, feedback of numerical errors becomes possible; a judicious choice of the feedback gains then leads to a numerically stable FTF algorithm with complexity 9N. The results are presented for the complex multichannel joint-process filtering problem. More... »

PAGES

605-615

Book

TITLE

Numerical Linear Algebra, Digital Signal Processing and Parallel Algorithms

ISBN

978-3-642-75538-5
978-3-642-75536-1

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-75536-1_49

DOI

http://dx.doi.org/10.1007/978-3-642-75536-1_49

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1052265355


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