Adaptive two dimensional RLS algorithms
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Author
Sequeira, Armando M. P. de Jesus
Date
1989-03Advisor
Therrien, Charles W.
Second Reader
Tummala, Murali
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Show full item recordAbstract
A Two-Dimensional Fast Recursive Least Squares (2-D FRLS) algorithm is presented using a geometrical formulation based 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 of the support region for both the MA and AR coefficients of the filter can be chosen arbitrarily. The ARMA parameter estimation 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.
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