A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm for System Identification

The performance of the recursive least-squares (RLS) algorithm is governed by the forgetting factor. This parameter leads to a compromise between (1) the tracking capabilities and (2) the misadjustment and stability. In this letter, a variable forgetting factor RLS (VFF-RLS) algorithm is proposed fo...

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Bibliographic Details

Published in:	IEEE signal processing letters Vol. 15; pp. 597 - 600
Main Authors:	Paleologu, C., Benesty, J., Ciochina, S.
Format:	Journal Article
Language:	English
Published:	New York IEEE 2008 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptive filtering Adaptive filters Additive noise Convergence echo cancellation Least squares approximation recursive least-squares (RLS) Resonance light scattering Robustness Signal processing Signal processing algorithms Stability System identification
ISSN:	1070-9908, 1558-2361
Online Access:	Get full text
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