A Fast Robust Recursive Least-Squares Algorithm

We present a fast robust recursive least-squares (FRRLS) algorithm based on a recently introduced new framework for designing robust adaptive filters. The algorithm is the result of minimizing a cost function subject to a time-dependent constraint on the norm of the filter update. Although the chara...

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Vydané v:	IEEE transactions on signal processing Ročník 57; číslo 3; s. 1209 - 1216
Hlavní autori:	Vega, L.R., Rey, H., Benesty, J., Tressens, S.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York, NY IEEE 01.03.2009 Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:	Acoustic applications Acoustic echo cancellation Acoustic testing Adaptive filters Algorithm design and analysis Algorithms Applied sciences Approximation Asymptotic properties Closed-form solution Cost function Detection, estimation, filtering, equalization, prediction Echo cancellers Exact sciences and technology Exact solutions impulsive noise Information, signal and communications theory Least squares method Mathematical analysis Miscellaneous Recursive recursive least-squares algorithm robust filtering Robustness Signal and communications theory Signal processing Signal, noise System identification System testing Telecommunications and information theory Acoustic echo cancellation Noise reduction Asymptotic behavior Theoretical study Updating Adaptive filter Acoustic signal processing Echo suppression Recursive algorithm Temporal constraint Exact solution robust filtering Robust control Time dependence Pulse noise Acoustic noise Least squares method Recursive method Signal processing Cost function impulsive noise System identification Approximate solution recursive least-squares algorithm
ISSN:	1053-587X, 1941-0476
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Popis
Shrnutí:	We present a fast robust recursive least-squares (FRRLS) algorithm based on a recently introduced new framework for designing robust adaptive filters. The algorithm is the result of minimizing a cost function subject to a time-dependent constraint on the norm of the filter update. Although the characteristics of the exact solution to this problem are known, there is no closed-form solution in general. However, the approximate solution we propose is very close to the optimal one. We also present some theoretical results regarding the asymptotic behavior of the algorithm. The FRRLS is then tested in different environments for system identification and acoustic echo cancellation applications.
Bibliografia:	ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-1 ObjectType-Feature-2 content type line 23
ISSN:	1053-587X 1941-0476
DOI:	10.1109/TSP.2008.2010643