On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application

Iterative analysis of the steady-state weight fluctuations in LMS-type adaptive filters

An iterative method is proposed for the analysis of the steady-state weight fluctuations in an LMS-type adaptive FIR filter. Without the widely used independence assumption, a power series of the weight error correlation matrix is derived in terms of the stepsize. Some new effects are observed, e.g., a decrease of the weight fluctuations along the tapped-delay lin

On issues of equalization with the decorrelation algorithm : fast converging structures and finite-precision

To increase the rate of convergence of the blind, adaptive, decision feedback equalizer based on the decorrelation criterion, structures have been proposed which dramatically increase the complexity of the equalizer. The complexity of an algorithm has a direct bearing on the cost of implementing the algorithm in either hardware or software. In this thesis, more computationally efficient structures, based on the fast transversal filter and lattice algorithms, are proposed for the decorrelation algorithm which maintain the high rate of convergence of the more complex algorithms. Furthermore, the performance of the decorrelation algorithm in a finite-precision environment will be studied and compared to the widely used LMS algorithm

ADAPTIVE AND NONLINEAR SIGNAL PROCESSING

1996/1997X Ciclo1967Versione digitalizzata della tesi di dottorato cartacea