Title :
A new wavelet-based tracking algorithm for rapidly time-varying systems
Author :
Zheng, Yuanjin ; Lin, Zhiping
Author_Institution :
Inst. of Microelectron., Singapore, Singapore
fDate :
6/23/1905 12:00:00 AM
Abstract :
A recursive least squares (RLS) algorithm with selective modification of the system estimation covariance matrix is employed to track the rapidly changing components of system parameters. A new on-line wavelet detector is designed for accurately identifying the changing locations and the branches of changing parameters. Employing theses techniques, the tracking performance of the proposed algorithm to rapidly changing systems can be significantly improved
Keywords :
covariance matrices; least squares approximations; recursive estimation; signal detection; time-varying systems; tracking; wavelet transforms; RLS algorithm; covariance matrix modification; dyadic wavelet transform; on-line wavelet detector; rapidly time-varying systems; recursive wavelet change detector; system estimation covariance matrix; system parameters; tracking performance; wavelet-based tracking algorithm; Adaptive algorithm; Change detection algorithms; Covariance matrix; Detection algorithms; Detectors; Filtering algorithms; Microelectronics; Resonance light scattering; Time varying systems; Vectors;
Conference_Titel :
Statistical Signal Processing, 2001. Proceedings of the 11th IEEE Signal Processing Workshop on
Print_ISBN :
0-7803-7011-2
DOI :
10.1109/SSP.2001.955255
