Digital Signal Processing Handbook P21

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Digital Signal Processing Handbook P21

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Recursive Least-Squares Adaptive Filters Array Algorithms Elementary Circular Rotations • Elementary Hyperbolic Rotations • Square-Root-Free and Householder Transformations • A Numerical Example Geometric Interpretation • Statistical Interpretation Geometric Interpretation • Statistical Interpretation Reducing to the Regularized Form • Time Updates Estimation Errors and the Conversion Factor • Update of the Minimum Cost Motivation • A Very Useful Lemma • The Inverse QR Algorithm • The QR Algorithm The Prewindowed Case • Low-Rank Property • A Fast Array Algorithm • The Fast Transversal Filter Joint Process Estimation • The Backward Prediction Error Vectors • The Forward Prediction Error Vectors • A Nonunity...

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