Efficient block implementation of exact sequential least-squares problems
- 1 March 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 36 (3) , 392-399
- https://doi.org/10.1109/29.1536
Abstract
An efficient blockwise algorithm, namely the block sequential least-squares (BSLS) algorithm, is presented for sequentially solving LS problems in realtime. The information is carried from block to block by iterating some correlation vectors. In the case of successive data blocks, the exactness of the BSLS algorithm is achieved at approximately the same computational requirement as characterizes the nonexact BFTF (block fast transversal filter) algorithm, which is significantly less than sample-by-sample RLS (recursive least squares) algorithms. However, the BSLS cannot accommodate the case of discontinuous blocks of data, which can be accommodated (at the expense of a nonexact solution) by the BFTF. It is shown that the BSLS algorithm allows efficient use of the FFT fast Fourier transform technique to make remarkable gains in computational complexity savings. Additionally, the BSLS algorithm can provide an improved numerical stability over the existing fast RLS algorithms. The numerical performance is illustrated by applications to adaptive equalization and online parameter identificationKeywords
This publication has 18 references indexed in Scilit:
- Improvement of the fast recursive least-squares algorithms via normalization: A comparative studyIEEE Transactions on Acoustics, Speech, and Signal Processing, 1986
- The block-processing FTF adaptive algorithmIEEE Transactions on Acoustics, Speech, and Signal Processing, 1986
- Efficient recursive in order least squares FIR filtering and predictionIEEE Transactions on Acoustics, Speech, and Signal Processing, 1985
- Error propagation properties of recursive least-squares adaptation algorithmsAutomatica, 1985
- On digital implementation of the fast kalman algorithmsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1984
- A reduced structure of the frequency-domain block LMS adaptive digital filterProceedings of the IEEE, 1984
- A unified approach to time- and frequency-domain realization of FIR adaptive digital filtersIEEE Transactions on Acoustics, Speech, and Signal Processing, 1983
- A fast convergence frequency domain adaptive filterIEEE Transactions on Acoustics, Speech, and Signal Processing, 1983
- Recursive least squares ladder estimation algorithmsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1981
- Block implementation of adaptive digital filtersIEEE Transactions on Acoustics, Speech, and Signal Processing, 1981