Abstract
Although numerically robust, the QR-decomposition recursive least- squares (QRD-RLS) algorithms studied in the previous chapter are computationally intensive, requiring a number of mathematical operations in the order of N2, or о[N2], N being the order of the adaptive filter. This chapter describes the so-called fast QRD-RLS algorithms, i.e., those computationally efficient algorithms that, besides keeping the attractive numerical robustness of the family, benefits from the fact that the input signal is a delay line, reducing the complexity to о[N]. The fast versions of the QRD-RLS algorithms using real variables are classified and derived. For each algorithm, we present the final set of equations as well as their pseudo-codes in tables. For the main algorithms, their descriptions are given utilizing complex variables
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Apolinário, J.A., Diniz, P.S. (2009). Fast QRD-RLS Algorithms. In: QRD-RLS Adaptive Filtering. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-09734-3_4
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DOI: https://doi.org/10.1007/978-0-387-09734-3_4
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