A lattice algorithm dual to the extended inverse QR algorithm

DOI10.1016/0165-1684(95)00104-2zbMath0875.94043OpenAlexW2014312865MaRDI QIDQ1350689

Thomas Kailath, Poo Gyeon Park

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(95)00104-2

zbMATH Keywords

Adaptive filteringExtended inverse QR algorithmHybrid QR/LLS algorithmVariance-normalized a priori backwards prediction errors

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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