New fast QR decomposition least squares adaptive algorithms

@article{Rontogiannis1998NewFQ,
  title={New fast QR decomposition least squares adaptive algorithms},
  author={Athanasios A. Rontogiannis and Sergios Theodoridis},
  journal={IEEE Trans. Signal Processing},
  year={1998},
  volume={46},
  pages={2113-2121}
}
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… CONTINUE READING