Numerically stable fast recursive least-squares transversal filters
- 6 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 1365-1368
- https://doi.org/10.1109/icassp.1988.196850
Abstract
The problem of numerical stability of fast recursive least-squares transversal filter (FTF) algorithms is addressed. The prewindowing case with exponential weighting is considered. A framework for the analysis of the error propagation in these algorithms is developed. Within this framework, it is shown that the computationally most efficient 7 N form (dealt with by G. Carayanmis et al. (1983) and by J.M. Cioffi (1984)) is exponentially unstable. By introducing redundancy in this algorithm, feedback of numerical errors becomes possible. This leads to a numerically stable FTF algorithm with complexity 9 N . The results are presented for the complex multichannel joint-process filtering problem Author(s) Slock, D.T.M. Stanford Univ., CA, USA Kailath, T.Keywords
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