Title :
Sliding-windowed weighted recursive least-square algorithm and its behaviors in stationary and nonstationary environments
Author :
Hu, Hengyou ; Chen, Junliang
Author_Institution :
Dept. of Electron., Zhongshan Univ., Guangzhou, China
Abstract :
A sliding-windowed weighted recursive least-square (SWRLS) algorithm is proposed, and tracking properties and steady-state performance of SWRLS algorithm for stationary and nonstationary environments are considered. Computer simulation shows that the experimental results are in agreement with theoretical ones
Keywords :
adaptive filters; filtering and prediction theory; least squares approximations; signal processing; tracking; SWRLS algorithm; nonstationary environments; sliding-windowed weighted recursive least-square; stationary environments; steady-state performance; tracking properties; Adaptive algorithm; Adaptive filters; Equations; Steady-state; Transversal filters; Working environment noise;
Conference_Titel :
Circuits and Systems, 1991. Conference Proceedings, China., 1991 International Conference on
Conference_Location :
Shenzhen
DOI :
10.1109/CICCAS.1991.184302
