Adaptive Two Dimensional RLS (Recursive Least Squares) Algorithms
Abstract
A Two-Dimensional Fast Recursive Least Squares (2-D FRLS) algorithm is presented using a geometrical formulation ed on the mathematical concepts of vector space, orthogonal projection and subspace decomposition. By appropriately ordering the 2-D data, the algorithm provides an exact least-squares solution to the deterministic Normal equations. The method is further extended to the general FIR Wiener filter and to ARMA modeling. The size and shape the support region for both the MA and AR coefficients of the filter can be chosen arbitrarly. The ARMA parameter mation problem is also considered for the case when the system input is not available . Computer simulations are presented to illustrate the applications of the algorithm for 2-D parameter estimation, system identification and image coding. Keywords: Theses; Adaptive filters; VLSI (Very large scale integration); Electrical engineering.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1989
- Accession Number
- ADA210687
Entities
People
- Armando M. De Jesus Sequeira
Organizations
- Naval Postgraduate School