Time-variant displacement structure and triangular arrays

The authors extend the concept of displacement structure to time-variant matrices and use it to efficiently and recursively propagate the Cholesky factor of such matrices. A natural implementation of the algorithm is via a modular triangular array of processing elements. When the algorithm is applied to solve the normal equations that arise in adaptive least-squares filtering, they get the so-called QR algorithm, with the extra bonus of a parallelizable procedure for determining the weight vector. It is shown that the general algorithm can also be implemented in time-variant lattice form; a specialization of this result yields a time-variant Schur algorithm.


Published in:
IEEE Transactions on Signal Processing, 42, 5, 1052-1062
Year:
1994
Publisher:
IEEE
ISSN:
1053-587X
Laboratories:




 Record created 2017-12-19, last modified 2018-09-13


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