New fast QR decomposition least squares adaptive algorithms

摘要

This paper presents two new, closely related adaptive algorithms for LS system identification. The starting point for the derivation of the algorithms is the inverse Cholesky factor of the data correlation matrix, obtained via a QR decomposition (QRD). Both algorithms are of O(p) computational complexity, with p being the order of the system. The first algorithm is a fixed order QRD scheme with enhanced parallelism. The second is an order recursive lattice type algorithm based exclusively on orthogonal Givens rotations, with lower complexity compared to previously derived ones. Both algorithms are derived following a new approach, which exploits efficient the and order updates of a specific state vector quantity.