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research article
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.
Type
research article
Authors
Publication date
1994
Publisher
Published in
Volume
42
Issue
5
Start page
1052
End page
1062
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 19, 2017
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