Numerical properties of the linearly constrained QRD-RLS adaptive filter

Author

Huo, J. ; Leung, Y.H.

Author_Institution

Telecommun. Res. Inst., Curtin Univ. of Technol., Bentley, WA, Australia

Volume

3

fYear

1998

fDate

12-15 May 1998

Firstpage

1685

Abstract

Shepherd and McWhirter (1993) proposed a QRD-RLS algorithm for adaptive filtering with linear constraints. In this paper, the numerical properties of this algorithm are considered. In particular, it is shown that the computed weight vector satisfies a set of constraints which are perturbed from the original ones, the amount of perturbation being dependent on the wordlength. The linearly constrained FLS algorithm of Resende et al. (1996) is also studied. Simulation results show that this algorithm is numerically unstable, even in the absence of explosive divergence

Keywords

adaptive filters; filtering theory; least squares approximations; recursive filters; explosive divergence; linearly constrained FLS algorithm; linearly constrained QRD-RLS adaptive filter; numerical properties; perturbation; weight vector; wordlength; Adaptive filters; Australia; Constraint optimization; Filtering algorithms; Finite impulse response filter; Matrix decomposition; Numerical stability; Resonance light scattering; Signal processing algorithms; Systolic arrays;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on

Conference_Location

Seattle, WA

ISSN

1520-6149

Print_ISBN

0-7803-4428-6

Type

conf

DOI

10.1109/ICASSP.1998.681780

Filename

681780