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Article: Improved approximate QR-LS algorithms for adaptive filtering
Title | Improved approximate QR-LS algorithms for adaptive filtering |
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Authors | |
Issue Date | 2004 |
Publisher | IEEE. |
Citation | Ieee Transactions On Circuits And Systems Ii: Express Briefs, 2004, v. 51 n. 1, p. 29-39 How to Cite? |
Abstract | This paper studies a class of O(N) approximate QR-based least squares (A-QR-LS) algorithm recently proposed by Liu in 1995. It is shown that the A-QR-LS algorithm is equivalent to a normalized LMS algorithm with time-varying stepsizes and element-wise normalization of the input signal vector. It reduces to the QR-LMS algorithm proposed by Liu et al. in 1998, when all the normalization constants are chosen as the Euclidean norm of the input signal vector. An improved transform-domain approximate QR-LS (TA-QR-LS) algorithm, where the input signal vector is first approximately decorrelated by some unitary transformations before the normalization, is proposed to improve its convergence for highly correlated signals. The mean weight vectors of the algorithms are shown to converge to the optimal Wiener solution if the weighting factor w of the algorithm is chosen between 0 and 1. New Givens rotations-based algorithms for the A-QR-LS, TA-QR-LS, and the QR-LMS algorithms are proposed to reduce their arithmetic complexities. This reduces the arithmetic complexity by a factor of 2, and allows square root-free versions of the algorithms be developed. The performances of the various algorithms are evaluated through computer simulation of a system identification problem and an acoustic echo canceller. © 2004 IEEE. |
Persistent Identifier | http://hdl.handle.net/10722/42957 |
ISSN | 2006 Impact Factor: 0.922 2007 SCImago Journal Rankings: 1.092 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Chan, SC | en_HK |
dc.contributor.author | Yang, XX | en_HK |
dc.date.accessioned | 2007-03-23T04:35:28Z | - |
dc.date.available | 2007-03-23T04:35:28Z | - |
dc.date.issued | 2004 | en_HK |
dc.identifier.citation | Ieee Transactions On Circuits And Systems Ii: Express Briefs, 2004, v. 51 n. 1, p. 29-39 | en_HK |
dc.identifier.issn | 1057-7130 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/42957 | - |
dc.description.abstract | This paper studies a class of O(N) approximate QR-based least squares (A-QR-LS) algorithm recently proposed by Liu in 1995. It is shown that the A-QR-LS algorithm is equivalent to a normalized LMS algorithm with time-varying stepsizes and element-wise normalization of the input signal vector. It reduces to the QR-LMS algorithm proposed by Liu et al. in 1998, when all the normalization constants are chosen as the Euclidean norm of the input signal vector. An improved transform-domain approximate QR-LS (TA-QR-LS) algorithm, where the input signal vector is first approximately decorrelated by some unitary transformations before the normalization, is proposed to improve its convergence for highly correlated signals. The mean weight vectors of the algorithms are shown to converge to the optimal Wiener solution if the weighting factor w of the algorithm is chosen between 0 and 1. New Givens rotations-based algorithms for the A-QR-LS, TA-QR-LS, and the QR-LMS algorithms are proposed to reduce their arithmetic complexities. This reduces the arithmetic complexity by a factor of 2, and allows square root-free versions of the algorithms be developed. The performances of the various algorithms are evaluated through computer simulation of a system identification problem and an acoustic echo canceller. © 2004 IEEE. | en_HK |
dc.format.extent | 370532 bytes | - |
dc.format.extent | 28672 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/msword | - |
dc.language | eng | en_HK |
dc.publisher | IEEE. | en_HK |
dc.relation.ispartof | IEEE Transactions on Circuits and Systems II: Express Briefs | en_HK |
dc.rights | ©2004 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. | en_HK |
dc.rights | Creative Commons: Attribution 3.0 Hong Kong License | - |
dc.title | Improved approximate QR-LS algorithms for adaptive filtering | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1549-7747&volume=51&issue=1&spage=29&epage=39&date=2004&atitle=Improved+approximate+QR-LS+algorithms+for+adaptive+filtering | en_HK |
dc.identifier.email | Chan, SC:scchan@eee.hku.hk | en_HK |
dc.identifier.authority | Chan, SC=rp00094 | en_HK |
dc.description.nature | published_or_final_version | en_HK |
dc.identifier.doi | 10.1109/TCSII.2003.821514 | en_HK |
dc.identifier.scopus | eid_2-s2.0-4544320915 | en_HK |
dc.identifier.hkuros | 90005 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-4544320915&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 51 | en_HK |
dc.identifier.issue | 1 | en_HK |
dc.identifier.spage | 29 | en_HK |
dc.identifier.epage | 39 | en_HK |
dc.identifier.isi | WOS:000220363400007 | - |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | Chan, SC=13310287100 | en_HK |
dc.identifier.scopusauthorid | Yang, XX=7406506103 | en_HK |