Novel structure for adaptive LS FIR filtering based on QR decomposition

A. P. Varvitsiotis; S. Theodoridis; G. Moustakides

Novel structure for adaptive LS FIR filtering based on QR decomposition

A. P. Varvitsiotis, S. Theodoridis, G. Moustakides

Research output: Contribution to journal › Conference article › peer-review

Abstract

A very powerful technique for computing the LS (least squares) estimates of an FIR (finite impulse response) filter's impulse response is described. It is based on the QR factorization of the input data matrix. The method consists of two parts. First the input matrix is factorized into an orthogonal Q part and an upper triangular R part. The unknown coefficients are then obtained from a triangular linear system of equations. An algorithm for solving the above linear system, which is appropriate for adaptive processing, is proposed. This is achieved via a set of Givens rotations and a modified Faddeeva scheme.

Original language	English (US)
Pages (from-to)	904-907
Number of pages	4
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2
State	Published - 1989
Externally published	Yes
Event	1989 International Conference on Acoustics, Speech, and Signal Processing - Glasgow, Scotland Duration: May 23 1989 → May 26 1989

All Science Journal Classification (ASJC) codes

Software
Signal Processing
Electrical and Electronic Engineering

Cite this

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title = "Novel structure for adaptive LS FIR filtering based on QR decomposition",

abstract = "A very powerful technique for computing the LS (least squares) estimates of an FIR (finite impulse response) filter's impulse response is described. It is based on the QR factorization of the input data matrix. The method consists of two parts. First the input matrix is factorized into an orthogonal Q part and an upper triangular R part. The unknown coefficients are then obtained from a triangular linear system of equations. An algorithm for solving the above linear system, which is appropriate for adaptive processing, is proposed. This is achieved via a set of Givens rotations and a modified Faddeeva scheme.",

author = "Varvitsiotis, {A. P.} and S. Theodoridis and G. Moustakides",

year = "1989",

language = "English (US)",

volume = "2",

pages = "904--907",

journal = "Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing",

issn = "0736-7791",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "1989 International Conference on Acoustics, Speech, and Signal Processing ; Conference date: 23-05-1989 Through 26-05-1989",

}

TY - JOUR

T1 - Novel structure for adaptive LS FIR filtering based on QR decomposition

AU - Varvitsiotis, A. P.

AU - Theodoridis, S.

AU - Moustakides, G.

PY - 1989

Y1 - 1989

N2 - A very powerful technique for computing the LS (least squares) estimates of an FIR (finite impulse response) filter's impulse response is described. It is based on the QR factorization of the input data matrix. The method consists of two parts. First the input matrix is factorized into an orthogonal Q part and an upper triangular R part. The unknown coefficients are then obtained from a triangular linear system of equations. An algorithm for solving the above linear system, which is appropriate for adaptive processing, is proposed. This is achieved via a set of Givens rotations and a modified Faddeeva scheme.

AB - A very powerful technique for computing the LS (least squares) estimates of an FIR (finite impulse response) filter's impulse response is described. It is based on the QR factorization of the input data matrix. The method consists of two parts. First the input matrix is factorized into an orthogonal Q part and an upper triangular R part. The unknown coefficients are then obtained from a triangular linear system of equations. An algorithm for solving the above linear system, which is appropriate for adaptive processing, is proposed. This is achieved via a set of Givens rotations and a modified Faddeeva scheme.

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UR - http://www.scopus.com/inward/citedby.url?scp=0024922986&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0024922986

SN - 0736-7791

VL - 2

SP - 904

EP - 907

JO - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing

JF - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing

T2 - 1989 International Conference on Acoustics, Speech, and Signal Processing

Y2 - 23 May 1989 through 26 May 1989

ER -

Novel structure for adaptive LS FIR filtering based on QR decomposition

Abstract

All Science Journal Classification (ASJC) codes

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