Sayed, Ali H.Lev-Ari, H.Kailath, T.2017-12-192017-12-192017-12-19199410.1109/78.295212https://infoscience.epfl.ch/handle/20.500.14299/142965The 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.text::journal::journal article::research article