Givens rotation based least squares lattice and related algorithms
The author presents a general and systematic approach for deriving new LS (least squares) estimation algorithms that are based solely on Givens rotations. In particular, this approach is used to derive efficient Givens-rotation-based LS lattice algorithms-the Givens-lattice algorithms. By exploiting...
Saved in:
| Published in: | IEEE transactions on signal processing Vol. 39; no. 7; pp. 1541 - 1551 |
|---|---|
| Main Author: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
IEEE
01.07.1991
|
| Subjects: | |
| ISSN: | 1053-587X |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | The author presents a general and systematic approach for deriving new LS (least squares) estimation algorithms that are based solely on Givens rotations. In particular, this approach is used to derive efficient Givens-rotation-based LS lattice algorithms-the Givens-lattice algorithms. By exploiting the relationship between the Givens algorithms and the recursive modified Gram-Schmidt algorithm, it is shown that the time and order update of any order-recursive LS estimation algorithm can be realized by employing only Givens rotations. Applying this general conclusion to LS estimation of time-series signals results in the Givens-lattice algorithms. Two Givens-lattice algorithms, one with square roots and the other without, are presented. It is shown that the Givens-lattice algorithms are computationally more efficient than the fast QR algorithm of Cioffi (1987). The derivation of other Givens rotation-based LS estimation algorithms and their systolic array implementations are discussed.< > |
|---|---|
| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
| ISSN: | 1053-587X |
| DOI: | 10.1109/78.134393 |