ANALYSIS OF OVERSHOOT PHENOMENA IN INITIALIZATION STAGE OF RLS ALGORITHM

The well-known recursive least-squares (RLS) algorithm experiences ove rshoot in the norm of the parameter error vector temporarily during th e initialisation stage when the initial value of the input autocorrela tion matrix is chosen very small. We have had no guide to choose a sui table initial value of the input autocorrelation matrix in order to ca use the RLS algorithm not to fluctuate during the initialisation phase . In this paper, deriving the bound of parameter error norm square, we give a useful guide to choose the initial value in order to avoid the initial overshoot in the RLS algorithm. Besides, we show that what ar e the crucial factors of the overshoot phenomena. The ratio of the ini tial value to the input power should be chosen according to the signal -to-noise ratio of the system and the order of the filter. We present various simulation results to validate our analysis.