System Identification Based on QR Decomposition

by Jibanananda Mehena

The Extended QR-RLS algorithm is a computationally efficient square-root adaptive filtering algorithm for recursive least-squares (RLS) estimation. It is based upon QR decomposition. The motivation for using the QR decomposition in adaptive filtering is to exploit its good numerical properties. This method solves directly for the time-recursive least squares filter vector, while avoiding the highly serial back substitution Step required in direct...

• Format: Paperback
• Language: English
• ISBN: 6139870526
• ISBN13: 9786139870523
• Release Date: May 2020
• Publisher: LAP Lambert Academic Publishing
• Length: 64 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"