A fast algorithm for LR-2 factorization of Toeplitz matrices

In this paper a new order recursive algorithm for the efficient −1 factorization of Toeplitz matrices is described. The proposed algorithm can be seen as a fast modified Gram-Schmidt method which recursively computes the orthonormal columns i, i = 1,2, …,p, of , as well as the elements of R−1, of a Toeplitz matrix with dimensions L × p. The factor estimation requires 8Lp MADS (multiplications and divisions). Matrix −1 is subsequently estimated using 3p2 MADS. A faster algorithm, based on a mixed and −1 updating scheme, is also derived. It requires 7Lp + 3.5p2 MADS. The algorithm can be efficiently applied to batch least squares FIR filtering and system identification. When determination of the optimal filter is the desired task it can be utilized to compute the least squares filter in an order recursive way. The algorithm operates directly on the experimental data, overcoming the need for covariance estimates. An orthogonalized version of the proposed −1 algorithm is derived. Matlab code implementing the algorithm is also supplied

A highly modular adaptive lattice algorithm for multichannel least squares filtering

In this paper a highly modular adaptive lattice algorithm for multichannel least squares FIR filtering and multivariable system identification is presented. Multichannel filters with different number of delay elements per input channel are allowed. The main features of the proposed multichannel adaptive lattice least squares algorithm is the use of scalar only operations, multiplications/divisions and additions, and the local communication which enables the development of a fully pipelining architecture. The tracking capability and the numerical stability and accuracy of the proposed technique are illustrated by simulations

On adaptive filter structure and performance

SIGLEAvailable from British Library Document Supply Centre- DSC:D75686/87 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Architectures for block Toeplitz systems

In this paper efficient VLSI architectures of highly concurrent algorithms for the solution of block linear systems with Toeplitz or near-to-Toeplitz entries are presented. The main features of the proposed scheme are the use of scalar only operations, multiplications/divisions and additions, and the local communication which enables the development of wavefront array architecture. Both the mean squared error and the total squared error formulations are described and a variety of implementations are given

Fractional biorthogonal partners in channel equalization and signal interpolation

The concept of biorthogonal partners has been introduced recently by the authors. The work presented here is an extension of some of these results to the case where the upsampling and downsampling ratios are not integers but rational numbers, hence, the name fractional biorthogonal partners. The conditions for the existence of stable and of finite impulse response (FIR) fractional biorthogonal partners are derived. It is also shown that the FIR solutions (when they exist) are not unique. This property is further explored in one of the applications of fractional biorthogonal partners, namely, the fractionally spaced equalization in digital communications. The goal is to construct zero-forcing equalizers (ZFEs) that also combat the channel noise. The performance of these equalizers is assessed through computer simulations. Another application considered is the all-FIR interpolation technique with the minimum amount of oversampling required in the input signal. We also consider the extension of the least squares approximation problem to the setting of fractional biorthogonal partners

Least Squares Order-Recursive Lattice Smoothers

Conventional Least Squares Order-Recursive Lattice (LSORL) Filters Use Present and Past Data Values to Estimate the Present Value of a Signal. This Paper Introduces LSORL Smoothers Which Use Past, Present and Future Data for that Purpose. Except for an overall Delay Needed for Physical Realization, LSORL Smoothers Can Substantially Outperform LSORL Filters While Retaining All the Advantages of an Order-Recursive Structure. © 1995 IEE

A versatile algorithm for two-dimensional symmetric noncausal modeling

In this paper a novel algorithm is presented for the efficient two-dimensional (2-D) symmetric noncausal finite impulse response (FIR) filtering and autoregressive (AR) modeling. Symmetric filter masks of general boundaries are allowed. The proposed algorithm offers the greatest maneuverability in the 2-D index space in a computational efficient way. This flexibility can be taken into advantage if the shape of the 2-D mask is not a priori known and has to be dynamically configured