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Proceedings Paper

QRD-Based Lattice Filter Algorithms.
Author(s): I. K. Proudler; J. G. McWhirter; T. J. Shepherd
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Paper Abstract

A new lattice filter algorithm for adaptive filtering is presented. In common with other lattice algorithms for adaptive filtering, this algorithm only requires 0(p) operations for the solution of a p-th order problem. The algorithm is derived from the QR-decomposition (QRD) based recursive least squares minimisation algorithm and hence is expected to have superior numerical properties compared with other fast algorithms. This algorithm contains within it a new algo-rithm for solving the least squares linear prediction problem. The algorithms are presented in two forms: one that in-volves taking square-roots and one that does not. Some preliminary computer simulation results are presented that in-dicate that the output residuals produced by the new, fast adaptive filtering algorithm are in good agreement with those from the more established, 0(p2) QRD recursive least squares minimisation algorithm.

Paper Details

Date Published: 14 November 1989
PDF: 12 pages
Proc. SPIE 1152, Advanced Algorithms and Architectures for Signal Processing IV, (14 November 1989); doi: 10.1117/12.962265
Show Author Affiliations
I. K. Proudler, Royal Signals and Radar Establishment (United Kingdom)
J. G. McWhirter, Royal Signals and Radar Establishment (United Kingdom)
T. J. Shepherd, Royal Signals and Radar Establishment (United Kingdom)


Published in SPIE Proceedings Vol. 1152:
Advanced Algorithms and Architectures for Signal Processing IV
Franklin T. Luk, Editor(s)

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