Accession Number:

ADA143439

Title:

The Least Squares Lattice Algorithm: An Alternate Derivation with a Discussion of Numerical Conditioning.

Descriptive Note:

Final technical rept. Nov 83-Jan 84,

Corporate Author:

NAVAL OCEAN SYSTEMS CENTER SAN DIEGO CA

Personal Author(s):

Report Date:

1984-01-01

Pagination or Media Count:

46.0

Abstract:

A new derivation of the least squares lattice algorithm is given in which the filter coefficients are solved for directly by a Gram-Schmidt orthogonalization of the data. This approach shows that the unnormalized and normalized least squares lattice algorithms have the same numerical conditioning as the so-called normal equations associated with least squares problems. Thus, contrary to some of the literature, the normalized lattice is not numerically superior to the unnormalized lattice for ill-conditioned problems. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE