Gradient based variable forgetting factor RLS algorithm

An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the...

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Veröffentlicht in:Signal processing Jg. 83; H. 6; S. 1163 - 1175
Hauptverfasser: So, C.F., Ng, S.C., Leung, S.H.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Amsterdam Elsevier B.V 01.06.2003
Elsevier Science
Schlagworte:
Adaptive filters
Applied sciences
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Information, signal and communications theory
RLS algorithm
Signal and communications theory
Signal, noise
Telecommunications and information theory
Variable forgetting factor
RLS algorithm
Variable forgetting factor
Adaptive filters
Performance evaluation
Adaptive algorithm
Adaptive filter
Recursive algorithm
Mean square error
Algorithm performance
Least squares method
Recursive method
Signal processing
Gradient method
ISSN:0165-1684, 1872-7557
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Abstract An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the dynamic equation of the gradient of mean square error. Compared with other variable forgetting factor algorithms, the new algorithm provides fast tracking and small mean square model error, and its performance will not be degraded much even in low signal-to-noise ratios.
AbstractList An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the dynamic equation of the gradient of mean square error. Compared with other variable forgetting factor algorithms, the new algorithm provides fast tracking and small mean square model error, and its performance will not be degraded much even in low signal-to-noise ratios.
Author Leung, S.H.
So, C.F.
Ng, S.C.
Author_xml – sequence: 1
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  givenname: S.C.
  surname: Ng
  fullname: Ng, S.C.
  organization: School of Science & Technology, The Open University of Hong Kong, Hong Kong, China
– sequence: 3
  givenname: S.H.
  surname: Leung
  fullname: Leung, S.H.
  organization: Department of Electronic Engineering, City University of Hong Kong, Hong Kong, China
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Cites_doi 10.1049/el:20000727
10.1049/el:19921309
10.1109/78.330354
10.1016/0005-1098(81)90070-4
10.1109/78.91147
10.1049/el:19920352
10.1049/ip-com:19971505
10.1109/78.91150
10.1049/el:19911331
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Issue 6
Keywords RLS algorithm
Variable forgetting factor
Adaptive filters
Performance evaluation
Adaptive algorithm
Adaptive filter
Recursive algorithm
Mean square error
Algorithm performance
Least squares method
Recursive method
Signal processing
Gradient method
Language English
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Snippet An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which...
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SubjectTerms Adaptive filters
Applied sciences
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Information, signal and communications theory
RLS algorithm
Signal and communications theory
Signal, noise
Telecommunications and information theory
Variable forgetting factor
Title Gradient based variable forgetting factor RLS algorithm
URI https://dx.doi.org/10.1016/S0165-1684(03)00037-9
Volume 83
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