Global Journal of Pure and Applied Mathematics

  • Year: 2009
  • Volume: 6
  • Issue: 1

Angle Parameter Loaded Sample Matrix Inversion Based Inverse QRD-RLS

  • Author:
  • F.Z. Okwonu, N.A. Ahmad
  • Total Page Count: 13
  • DOI:
  • Page Number: 17 to 29

Department of Mathematics, Univerisiti Sains Malaysia, 11800, pulau-pinang, malaysia.

Abstract

We present a new algorithm called the Angle parameter loaded sample matrix inversion based inverse QR decomposition-recursive least square(APLSMI-IQRDRLS).This algorithm compute the adaptive filter tap weight coefficient vector by avoiding the usual back substitution algorithm. The approach employ the recursive inverse QR decomposition based recursive least squares by applying the angle parameter loaded sample inversion matrix via sequence of Givens rotation matrix and also inserting the initial inverse Cholesky factor to compute the filter tap weight coefficient. This approach maintains the good numerical properties of the QR family.

Keywords

QR and inverse QRD-RLS, angle parameter, matrix inversion