Title :
Variable forgetting factor RLS algorithm based on dynamic equation of gradient of mean square error
Author :
So, C.F. ; Leung, S.H.
Author_Institution :
Dept. of Electron. Eng., Hong Kong Univ., China
fDate :
2/1/2001 12:00:00 AM
Abstract :
A new variable forgetting factor RLS adaptive algorithm is introduced. The control of the forgetting factor is based on the dynamic equation of the gradient of the mean square error. Compared with other algorithms, the new algorithm gives fast tracking. Has a small mean square model error, and is insensitive to SNR
Keywords :
adaptive filters; error analysis; gradient methods; least mean squares methods; SNR insensitivity; adaptive filter; dynamic equation; fast tracking; gradient of mean square error; small mean square model error; time-varying environments; variable forgetting factor RLS algorithm;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20010134