Numerically stable RLS algorithms for time-varying signals

Citation
E. Horita et Y. Miyanaga, Numerically stable RLS algorithms for time-varying signals, ELEC C JP 3, 82(4), 1999, pp. 26-37
Citations number
13
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE
ISSN journal
10420967 → ACNP
Volume
82
Issue
4
Year of publication
1999
Pages
26 - 37
Database
ISI
SICI code
1042-0967(199904)82:4<26:NSRAFT>2.0.ZU;2-6
Abstract
One reason that recursive least-squares (RLS) algorithms are not used as wi dely as LMS algorithms is an instability problem resulting from finite prec ision errors in the calculations; leaky LMS algorithms that are numerically stable have been proposed in the LMS literature. in this paper, we offer a new RLS criterion that includes a strong parameter energy factor. Experime nts show that adaptive algorithms that meet this criterion are numerically more stable than conventional RLS algorithms. (C) 1999 Scripta Technica, El ectron Comm Jpn Pt 3, 82(4): 26-37, 1999.