DocumentCode
1324039
Title
Modified RLS algorithm for unbiased estimation of FIR system with input and output noise
Author
Feng, D.-Z. ; Bao, Z. ; Zhang, X.D.
Author_Institution
Key Lab. for Radar Signal Process., Xidian Univ., Xi´´an, China
Volume
36
Issue
3
fYear
2000
fDate
2/3/2000 12:00:00 AM
Firstpage
273
Lastpage
274
Abstract
In the presence of both input and output noise, the classical least squares solution for finite-impulse response (FIR) estimation is biased. It has been shown that bias can be removed by properly scaling the optimal FIR filter coefficients in the least-squares (LS) criterion. A modified recursive least squares (MRLS) algorithm is proposed for accurate identification of a system with both input and output noise. Simulation results show that this method outperforms the modified LMS algorithm under non-stationary interference conditions
Keywords
FIR filters; least squares approximations; recursive estimation; adaptive system identification; finite impulse response filter; input noise; modified recursive least squares algorithm; nonstationary interference; output noise; unbiased estimation;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:20000251
Filename
836581
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