LS (least squares) lattice algorithms based on Givens rotation, called Givens-lattice algorithms, are presented. They are derived by exploiting the relationship between the Givens algorithms and the RMGS (recursive modified Gram-Schmidt) algorithm. It is shown that the Givens-lattice algorithms are suitable for LS estimation of time-series signals and are computationally more efficient than the recently derived fast QR algorithm for the same purpose. Systolic array implementation of Givens-lattice algorithms using the same basic processing cells in the systolic arrays for the original Givens algorithm is discussed. Computer simulation results are given.
展开▼
