Hyperbolic Householder Transforms

• Published in: SIAM journal on matrix analysis and applications Vol. 9; no. 2; pp. 269 - 290
• Main Authors: Rader, Charles M., Steinhardt, Allan O.
• Format: Journal Article
• Language: English
• Published: Philadelphia Society for Industrial and Applied Mathematics 01.04.1988
• Subjects: Bar codes; Datasets; Linear algebra; Methods; Signal processing
• ISSN: 0895-4798; 1095-7162
• DOI: 10.1137/0609022

A class of transformation matrices, analogous to the Householder matrices, is developed with a nonorthogonal property designed to permit the efficient deletion of data from least-squares problems. These matrices, which we term hyperbolic Householder, are shown to effect deletion, or simultaneous addition and deletion, of data with much less sensitivity to rounding errors than for techniques based on normal equations. When the addition/deletion sets are large, this numerical robustness is obtained at the expense of only a modest increase in computations, and when only a relatively small fraction of the data set is modified, there is a decrease in required computations. Two applications to signal processing problems are considered. First, these transformations are used to obtain a square root algorithm for windowed recursive least-squares filtering. Second, the transformations are employed to implement the rejection of spurious data from the weight vector estimation process in an adaptive array.