A Proportionate Recursive Least Squares Algorithm and Its Performance Analysis

The proportionate updating (PU) mechanism has been widely adopted in least mean squares (LMS) adaptive filtering algorithms to exploit the system sparsity. In this brief, we propose a proportionate recursive least squares (PRLS) algorithm for the sparse system estimation, in which, an independent we...

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Bibliographic Details
Published in:	IEEE transactions on circuits and systems. II, Express briefs Vol. 68; no. 1; pp. 506 - 510
Main Authors:	Qin, Zhen, Tao, Jun, Xia, Yili
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.01.2021 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive algorithms Adaptive filters Adaptive systems Circuits and systems Convergence Covariance matrices Energy conservation energy conservation principle Least mean squares Least mean squares algorithm proportionate matrix Recursive least squares (RLS) Sparse matrices sparse systems Steady state System identification
ISSN:	1549-7747, 1558-3791
Online Access:	Get full text
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