Time-variant structured matrices: An application to instrumental variable methods

We derive a recursive algorithm for the time-update of the triangular factors of non-Hermitian time-variant matrices with structure. These are matrices that undergo low-rank modifications as time progresses. special cases of which often arise in adaptive filtering and instrumental variable (IV) methods. A natural implementation of the algorithm is via two coupled triangular arrays of processing elements. We consider, in particular, an IV parameter estimation problem and show how the arrays collapse to a coupled parallelizable solution of the identification problem.


Published in:
Proceedings on the SPIE Conference on Advanced Signal Processing: Algorithms, Architectures, and Implementations, 2296, 516-528
Presented at:
SPIE Conference on Advanced Signal Processing: Algorithms, Architectures, and Implementations, San Diego, CA, USA, July 24-27, 1994
Year:
1994
Laboratories:




 Record created 2017-12-19, last modified 2018-03-17


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