Abstract
If finite impulse response (FIR) system identification is performed by minimizing the squared error between the measured system output and an estimate from an FIR system output, a set of least squares normal equations to be solved for the FIR system coefficients is obtained. If the assumed FIR system is of duration M samples, the usual solution for the M least squares simultaneous equations requires a number of computational operations proportional to M <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sup> and storage of normal equation coefficients proportional to M <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> . The set of normal equations has an underlying structure, however, that can be exploited to yield a solution with computational operations proportional to M <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> and storage proportional to M. Such an efficient algorithmic solution is presented here.
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