QRD-Based Lattice Filter Algorithms.

I. K. Proudler; J. G. McWhirter; T. J. Shepherd

doi:10.1117/12.962265

14 November 1989 QRD-Based Lattice Filter Algorithms.

I. K. Proudler, J. G. McWhirter, T. J. Shepherd

Proceedings Volume 1152, Advanced Algorithms and Architectures for Signal Processing IV; (1989) https://doi.org/10.1117/12.962265
Event: 33rd Annual Technical Symposium, 1989, San Diego, United States

Abstract

A new lattice filter algorithm for adaptive filtering is presented. In common with other lattice algorithms for adaptive filtering, this algorithm only requires 0(p) operations for the solution of a p-th order problem. The algorithm is derived from the QR-decomposition (QRD) based recursive least squares minimisation algorithm and hence is expected to have superior numerical properties compared with other fast algorithms. This algorithm contains within it a new algo-rithm for solving the least squares linear prediction problem. The algorithms are presented in two forms: one that in-volves taking square-roots and one that does not. Some preliminary computer simulation results are presented that in-dicate that the output residuals produced by the new, fast adaptive filtering algorithm are in good agreement with those from the more established, 0(p²) QRD recursive least squares minimisation algorithm.

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I. K. Proudler, J. G. McWhirter, and T. J. Shepherd "QRD-Based Lattice Filter Algorithms.", Proc. SPIE 1152, Advanced Algorithms and Architectures for Signal Processing IV, (14 November 1989); https://doi.org/10.1117/12.962265

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