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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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 57; no. 3; pp. 1209 - 1216
Main Authors:	Vega, L.R., Rey, H., Benesty, J., Tressens, S.
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.03.2009 Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	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
Online Access:	Get full text
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