QR-Decomposition based Adaptive Bbilinear Lattice Algorithms

QR 분해법을 이용한 적응 쌍선형 격자 알고리듬

This paper presents new QRD-based recursive least squares algorithms for bilinear lattice filter. Bilinear recursive least square lattice algorithms are derived by using the QR decomposition for minimization covariance matrix of predication error by applying Givens rotation to the bilinear recursive least squares lattics algorithms. The proposed algorithms are applied to the bilinear system identification to evaluate the performance of algoithms. Computer simulations show that the convergence properties of the proposed algorithms are superior to that of the algorithms proposed by Baik when signal includes the measurement noise.