A minimal, rotation-based FRLS lattice algorithm

• Published in: IEEE transactions on signal processing Vol. 45; no. 5; pp. 1371 - 1374
• Main Authors: Desbouvries, F., Regalia, P.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.05.1997; Institute of Electrical and Electronics Engineers
• Subjects: Adaptive filters; Applied sciences; Detection, estimation, filtering, equalization, prediction; Exact sciences and technology; Filtering algorithms; Gaussian processes; Information, signal and communications theory; Lattices; Signal and communications theory; Signal processing algorithms; Signal, noise; Standards publication; Telecommunications and information theory; Infinite impulse response filter; Adaptive filtering; Signal processing; Least squares method; Algorithm
• ISSN: 1053-587X; 1941-0476
• DOI: 10.1109/78.575713

We propose an alternate Givens rotation-based least-squares lattice algorithm. Based on spherical trigonometry principles, this algorithm turns out to be a normalized version of the fast QRD-based least-squares lattice filter, introduced independently by Ling (1991) and by Proudler et al. (1990, 1991). In contrast with that algorithm, the storage requirements of the new algorithm are minimal (in the system theory sense). From this, we show that the new algorithm satisfies the backward consistency property and, hence, enjoys stable error propagation.