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- W3214599162 abstract "ABSTRACT We derive a recursive algorithm for the time—update of the triangular factors of non-Hermitian time-variant matrices with structure. These are matrices that undergo low-rankmodifications as time progresses, special cases of which often arise in adaptive filtering andinstrumental variable (IV) methods. A natural implementation of the algorithm is via twocoupled triangular arrays of processing elements. We consider, in particular, an IV parameterestimation problem and show how the arrays collapse to a coupled parallelizable solution ofthe identification problem. 1. INTRODUCTION The notion of displacement structure provides a natural framework for the solution of manyproblems in signal processing and mathematics. It represents a powerful and unifying toolfor exploiting structure in numerous applications, as detailed in several recent surveys on thetopic.1'2'3 More recently, we have extended the concept of structured matrices to the time-variant setting4'5'6 and shown that we can, as well, study matrices that undergo low-rankmodifications as time progresses. Special examples often arise in adaptive filtering.7'8'9 Inthis paper, we further extend our earlier results to the non-Hermitian case and exhibit anapplication to instrumental variable" @default.
- W3214599162 created "2021-11-22" @default.
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- W3214599162 date "1995-01-01" @default.
- W3214599162 modified "2023-09-26" @default.
- W3214599162 title "Time-variant structured matrices: an application to instrumental variable methods" @default.
- W3214599162 hasPublicationYear "1995" @default.
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