QR-based algorithms for multichannel adaptive least squares lattice filters

摘要

A pair of multichannel least-squares lattice filter algorithms is presented. Each m-channel filter stage is numerically stable and computationally efficient, with a computational complexity of O(m/sup 2/). Both algorithms are based on the recursive QR decomposition of the forward and backward error matrices in each filter stage. The first algorithm uses orthogonal Givens rotations to compute the QR decomposition. The second algorithm uses fast Givens rotations for greater efficiency. Simulation results are presented, as well as an example of the algorithms' application in the enhancement of magnetoencephalographic signals.