A block orthogonal projection algorithm using order recursive UD factorization
✍ Scribed by Toshihiro Furukawa; Sadanobu Yoshimoto; Hajime Kubota
- Book ID
- 101294858
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 383 KB
- Volume
- 83
- Category
- Article
- ISSN
- 1042-0967
No coin nor oath required. For personal study only.
✦ Synopsis
Adaptive algorithms for modifying filter coefficients play an important role in adaptive signal processing. Various methods have been proposed to date. Of these, the algorithm based on the orthogonal projection into a subspace spanned by the input signal vector has the property of estimating the optimum filter coefficients rapidly even if the input signals are correlated. Among the methods based on the orthogonal projection operation, the block orthogonal projection algorithm is a method that has a good balance between computational complexity and convergence properties. This algorithm is expressed in terms of a form containing the MoorePenrose-type generalized inverse matrix. Several methods have been proposed for specific execution of this algorithm. In this paper, a lemma on the UD decomposition and the block inverse matrix for the autocorrelation matrix is used for a method executing the block orthogonal projection algorithm containing a MoorePenrose generalized inverse matrix with less computational complexity than that in the conventional method. The present method is characterized by computation of the orthogonal projection matrix corresponding to the i-th step in an arbitrary block by means of the orthogonal projection matrix of the preceding step. By computer simulation, the present method and that proposed earlier are compared and the superiority of the present algorithm is discussed.