Abstract
This chapter introduces a very important and mathematically elegant approach to recursive least squares adaptive filtering. This approach employs the very powerful mathematics of linear vector spaces. Through the use of vector space concepts, many intuitive geometrical interpretations result that will enable the reader to understand many approaches currently used in the literature. Both the least squares lattice (LSL) and the least squares transversal filter may be derived once this vector space interpretation has been obtained. The LSL is derived in detail in Chapter 10 and the fast transversal filter is the subject of Chapter 11. The current chapter introduces and develops applicable vector space relations and geometrical concepts that are necessary for either fast filter derivation.
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© 1986 Springer-Verlag New York Inc.
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Alexander, S.T. (1986). Vector Spaces for RLS Filters. In: Adaptive Signal Processing. Texts and Monographs in Computer Science. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4978-8_9
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DOI: https://doi.org/10.1007/978-1-4612-4978-8_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-9382-8
Online ISBN: 978-1-4612-4978-8
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