On the duality between the fast transversal and the fast QRDadaptive least squares algorithms |
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| Authors: | Glentis G.-O. |
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| Affiliation: | Dept. of Electron., TEI of Heraklion, Chinia; |
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| Abstract: | The duality between the fast transversal and the fast QRD adaptive least squares algorithms is established. It is shown that these two algorithmic families are related via a time-varying state transformation. The state transformation method is then applied to both the fast Kalman as well as the FAEST (PTF) algorithm to derive fast QRD counterparts |
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