NDLI: A unified derivation of square-root multichannel least-squares filtering algorithms

Content Provider	IEEE Xplore Digital Library
Author	Khalaj, B.H. Sayed, A.H. Kailath, T.
Copyright Year	1993
Description	Author affiliation: Inf. Syst. Lab., Stanford Univ., CA, USA (Khalaj, B.H.; Sayed, A.H.; Kailath, T.)
Abstract	The authors present a new derivation of exact least-squares multichannel and multidimensional adaptive algorithms, based on explicitly formulating the problem as a state-space estimation problem and then using different square-root versions of the Kalman, Chandrasekhar, and information algorithms. The amount of data to be processed here is usually significantly higher than in the single-channel case, and reducing the computational complexity of the standard multichannel RLS (recursive least square) algorithm is thus of major importance. This reduction is usually achieved by invoking the existing shift structure in the input data. For this purpose, it is shown how to apply the extended Chandrasekhar recursions, with an appropriate choice of the initial covariance matrix, to reduce the computations by an order of magnitude. In multichannel filters, the number of weights in different channels is not necessarily the same. This is illustrated with two examples: a nonlinear Volterra-series filter and a two-dimensional filter. In the former case the number of weights varies among the channels, but in the latter case all channels have the same number of weights.<>
Starting Page	523
Ending Page	526
File Size	398165
Page Count	4
File Format	PDF
ISBN	0780374029
ISSN	15206149
DOI	10.1109/ICASSP.1993.319864
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1993-04-27
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Filtering algorithms Resonance light scattering Adaptive filters Vectors Virtual colonoscopy Lattices Signal processing Least squares methods IIR filters Nonlinear filters
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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