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Proceedings Paper

Time-variant structured matrices: an application to instrumental variable methods
Author(s): Ali H. Sayed
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Paper Abstract

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.

Paper Details

Date Published: 28 October 1994
PDF: 12 pages
Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); doi: 10.1117/12.190863
Show Author Affiliations
Ali H. Sayed, Univ. of California/Santa Barbara (United States)

Published in SPIE Proceedings Vol. 2296:
Advanced Signal Processing: Algorithms, Architectures, and Implementations V
Franklin T. Luk, Editor(s)

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