A new fast QR algorithm based on a priori errors

doi:10.1109/97.641395

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A new fast QR algorithm based on a priori errors

1997-11-01

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José A. Apolinário *

Paulo S. R. Diniz

DOI：10.1109/97.641395

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Abstract

En 中文

This letter presents a new fast QR algorithm based on Givens rotations using a priori errors, The principles behind the triangularization of the weighted input data matrix via QR decomposition and the type of errors used in the updating process are exploited in order to investigate the relationships among different fast algorithms of the QR family, These algorithms are classified according to a general framework and a detailed description of the new algorithm is presented.

Keywords:

adaptive filters

fast QR decomposition

recursive least squares

RLS algorithms

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