On the duality between the fast transversal and the fast QRD adaptive least squares algorithms

摘要

The duality between the fast transversal and the fast QRD adaptive least squares algorithms is established. It is shown that these two algorithmic families are related via a time-varying state transformation. The state transformation method is then applied to both the fast Kalman as well as the FAEST (PTF) algorithm to derive fast QRD counterparts.