A generalized multichannel least squares lattice algorithm based on sequential processing stages

A generalized multichannel least squares (LS) lattice algorithm which is appropriate for multichannel adaptive filtering and estimation is presented in this paper. It is shown that a muitichannel LS estimation algorithm with a different number of parameters to be estimated in each channel can be imp...

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Vydané v:IEEE transactions on acoustics, speech, and signal processing Ročník 32; číslo 2; s. 381 - 389
Hlavní autori: Fuyun Ling, Proakis, J.
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York, NY IEEE 01.04.1984
Institute of electrical and electronics engineers
Predmet:
Adaptive filters
Applied sciences
Computational complexity
Control systems
Covariance matrix
Delay estimation
Exact sciences and technology
Filtering algorithms
Information, signal and communications theory
Lattices
Least squares methods
Parameter estimation
System identification
Telecommunications and information theory
Digital filter
Least squares method
Information processing
Transverse filter
Adaptive filter
Recursive filter
Algorithm
ISSN:0096-3518
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Shrnutí:A generalized multichannel least squares (LS) lattice algorithm which is appropriate for multichannel adaptive filtering and estimation is presented in this paper. It is shown that a muitichannel LS estimation algorithm with a different number of parameters to be estimated in each channel can be implemented by cascading lattice stages of nondescending dimension to form a generalized lattice structure. A new realization of a multichannel lattice stage is also presented. This realization employs only scalar operations and has a computational complexity of 0(p 2 ) for each p-channel lattice stage.
ISSN:0096-3518
DOI:10.1109/TASSP.1984.1164325