A practical variable forgetting factor recursive least-squares algorithm

In the context of adaptive filtering, the recursive least-squares (RLS) is a very popular algorithm, especially for its fast convergence rate. The most important parameter of this algorithm is the forgetting factor. It is well-known that a constant value of this parameter leads to a compromise betwe...

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Bibliographic Details
Published in:2014 11th International Symposium on Electronics and Telecommunications (ISETC) pp. 1 - 4
Main Authors: Paleologu, Constantin, Benesty, Jacob, Ciochina, Silviu
Format: Conference Proceeding
Language:English
Published: IEEE 01.11.2014
Subjects:
Context
Echo cancellers
Signal processing algorithms
Signal to noise ratio
Speech
Steady-state
ISBN:9781479972661, 1479972665
Online Access:Get full text
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Summary:In the context of adaptive filtering, the recursive least-squares (RLS) is a very popular algorithm, especially for its fast convergence rate. The most important parameter of this algorithm is the forgetting factor. It is well-known that a constant value of this parameter leads to a compromise between misadjustment and tracking. In this paper, we present a variable forgetting factor approach, aiming to better compromise between the performance criteria of the RLS algorithm. Also, we propose a practical solution to estimate the power of the system noise (in a system identification scenario), which is required within the algorithm. Experiments performed in the context of network echo cancellation support the advantages of the proposed approach.
ISBN:9781479972661
1479972665
DOI:10.1109/ISETC.2014.7010812