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QR-RLS Algorithm

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QR-RLS Algorithm

The RLS approach discussed in Section 2.3.2, which is based on the matrix inversion lemma for recursively updating Cr[i]-1, has graphics/037fig01.gif complexity per update. Note that although fast RLS algorithms of graphics/035fig01.gif complexity exist [66, 83, 116, 124], all these algorithms exploit a time-index-shifting property of the input data. In this particular application, however, successive input data vectors do not have the shifting relationship; in fact, r[i] and r[i - 1] do not overlap at all. Therefore, these standard fast RLS algorithms cannot be applied in this application.

The RLS implementation of the blind linear MMSE detector suffers from two major problems. The first problem is numerical. Recursive estimation of Cr[i]-1 is poorly conditioned because it involves inversion of a data correlation matrix. The condition number of a data correlation matrix is the square of the condition number of the corresponding data matrix; hence twice the dynamic range is required in the numerical computation [158]. The second problem is that the form of the recursive update of Cr[i]-1 severely limits the parallelism and pipelining that can effectively be applied in implementation.

A well-known approach for overcoming these difficulties associated with the RLS algorithms is the rotation-based QR-RLS algorithm [175, 389, 588]. The QR decomposition transforms the original RLS problem into a problem that uses only transformed data values, by Cholesky factorization of the original least-squares data matrix. This causes the numerical dynamic range of the transformed computational problem to be halved and enables more accurate computation than that with the RLS algorithms that operate directly on Cr[i]-1. Another important benefit of the rotation-based QR approaches is that the computation can easily be mapped onto systolic array structures for parallel implementations. We next describe the QR-RLS blind linear MMSE detector, first developed in [389].


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