| Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
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| Research Abstract |
The matrix inversion lemma gives an explicit formula of the inverse of a positive-definite matrix A added to a block of dyads(represented as BB^H). It is well-known in the literature that this formula is very useful to develop a block-based recursive least-squares algorithm for the block-based recursive identification of linear systems or the design of adaptive filters. We extend this result to the case when the matrix A is singular, and present a matrix pseudo-inversion lemma along with some illustrative examples. Based on this result, we propose a block-based adaptive multichannel super-exponential algorithm. We present simulation results for the performance of the block-based algorithm in order to show the usefulness of the matrix pseudo-inversion lemma.
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