OLRIV swMATH ID: 2645 Software Authors: Buzenac-Settineri, Véronique; Najim, Mohamed Description: OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems The authors propose a new algorithm for solving overdetermined systems when they are rectangular-block Toeplitz (the blocks can have more rows than columns). It is based on the expression of the matrix of the system to solve as the intercorrelation between two vectorial processes, namely, the original and the instrumental processes. The instrumental process has generally more components than the original one; therefore, it takes the overdetermined character of the system into consideration. The proposed algorithm known as the overdetermined lattice recursive instrumental variable (OLRIV) belongs to the fast-RLS family and relies on a double lattice structure, where one lattice performs the prediction of the original process and the other one the prediction of the instrumental process.par The geometric complete derivation of the proposed algorithm is given in the paper. Afterwards, we show how OLRIV can be applied to perform blind adaptive identification of AR channels using high order statistics, where the systems to solve are often overdetermined to ensure identifiability. Both the scalar and the vectorial cases are investigated. Simulation results are finally given to show the performances of OLRIV. Homepage: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=863055 Keywords: adaptive filtering; Toeplitz matrices; OLRIV; overdetermined systems; overdetermined lattice recursive instrumental variable; blind adaptive identification of AR channels Related Software: Cited in: 2 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems. Zbl 0981.94002Buzenac-Settineri, Véronique; Najim, Mohamed 2000 Cited by 5 Authors 1 Buzenac-Settineri, Véronique 1 Castro, Glaysar 1 Geronimo, Jeffrey S. 1 Najim, Mohamed 1 Woerdeman, Hugo Jan Cited in 2 Serials 1 Signal Processing 1 IEEE Transactions on Signal Processing all top 5 Cited in 6 Fields 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Citations by Year