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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Vydané v:	Signal processing Ročník 83; číslo 6; s. 1163 - 1175
Hlavní autori:	So, C.F., Ng, S.C., Leung, S.H.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Amsterdam Elsevier B.V 01.06.2003 Elsevier Science
Predmet:	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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