Tracking Improvements in Fast RLS Algorithms Using a Variable Forgetting Factor

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 36, Issue 2, 1988, Pages 206-227

  Toplis, Blake ^a   Pasupathy, Subbarayan ^b  

^a Bell Northern Research ^*  (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - ALGORITHMS;

FAST RECURSIVE LEAST-SQUARES (FRLS) ALGORITHMS; PREWINDOWED AND GROWING MEMORY COVARIANCE ALGORITHMS; TRACKING IMPROVEMENTS; VARIABLE FORGETTING FACTOR (VFF);

SIGNAL FILTERING AND PREDICTION;

EID: 0023961489     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/29.1514     Document Type: Article

References (17)

1. F. Ling and J. G. Proakis, “Nonstationary learning characteristics of least squares adaptive estimation algorithms,” in Proc. Int. Conf Acoust., Speech, Signal Processing'84, San Diego, CA, 1984, pp.3.7.1-3.7.4
2. G. C. Goodwin and R. L. Payne, Dynamic System Identification: Experiment Design and Data Analysis. New York: Academic, 1977.
3. E. Eleftheriou and D. D. Falconer, “Tracking properties and steady state performance of RLS adaptive filter algorithms,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1097–1110, Oct. 1986.
4. B. Widrow, J. M. McCool, M. G. Larimore, and C. R. Johnson, Jr., “Stationary and nonstationary learning characteristics of the LMS adaptive filter,” Proc. IEEE, vol. 64, 1151–1162, 1976.
5. R. W. Harris, D. M. Chabries, and F. A. Bishop, “A variable step (VS) adaptive filter algorithm,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 309–316, Apr. 1986.
6. J. M. Cioffi and T. Kailath, “Fast, recursive-least-squares transversal filters for adaptive filtering,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-32, pp. 304–337, Apr. 1984.
7. T. R. Fortescue, L. S. Kershenbaum, and B. E. Ydstie, “Implementation of self-tuning regulators with variable forgetting factors,” Automatica, vol. 17, pp. 831–835, 1981.
8. K. J. Astrom, “Theory and application of adaptive control—A survey,” Automatica, vol. 19, no. 5, pp. 471–486, 1983.
9. V. U. Reddy, T. J. Shan, and T. Kailath, “Application of modified least-squares algorithms to adaptive echo cancellation,” in Proc. Int. Conf. Acoust., Speech, Signal Processing ’83, Boston, MA, 1983, pp. 53–56.
10. J. M. Cioffi and T. Kailath, “Windowed fast transversal filters adaptive algorithms with normalization,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, pp. 607–625, June 1985.
11. G. C. Goodwin and K. S. Sin, Adaptive Filtering, Prediction, and Control. Englewood Cliffs, NJ: Prentice-Hall, 1984.
12. F. Ling and J. G. Proakis, “Adaptive lattice decision-feedback equalizers: Their performance and application to time-variant multipath channels,” IEEE Trans. Commun., vol. COM-33, pp. 348–356, Apr. 1985.
13. B. Friedlander, “Lattice filters for adaptive processing,” Proc. IEEE, vol. 70, pp. 829–867, Aug. 1982.
14. B. Porat, B. Friedlander, and M. Morf, “Square root covariance ladder algorithms,” IEEE Trans. Automat. Contr., vol. AC-27, pp. 813–829, Aug. 1982.
15. E. H. Satorius and J. D. Pack, “Application of least squares algorithms to adaptive equalization,” IEEE Trans. Commun., vol. COM-29, pp. 136–142, Feb. 1981.
16. J. M. Cioffi, “A unwindowed RLS adaptive lattice algorithm,” IEEE Trans. Acoust., Speech, Signal Processing, Mar. 1988, to appear.
17. B. Porat, “Second-order equivalence of rectangular and exponential windows in least-squares estimation of Gaussian autoregressive processes,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, pp. 1209–1212, Oct. 1985.