DocumentCode
3002272
Title
Stability analysis of the fast RLS adaptation algorithm
Author
Kim, Daehoon ; Alexander, Winser E.
Author_Institution
Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
1361
Abstract
An analytical derivation is presented of the stability conditions for the fast transversal filter (FTF) implementation of the recursive least-squares (RLS) adaptive filter algorithm. It is shown that the rescue variable should be less than a threshold value that is derived. Simulation results are reported which confirm that the derived rescue variable can be used to ensure the stability of the RLS adaptation algorithm
Keywords
convergence of numerical methods; digital filters; filtering and prediction theory; least squares approximations; adaptive filter algorithm; fast RLS adaptation algorithm; fast transversal filter; recursive least-squares; simulation; stability analysis; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Least squares approximation; Nonlinear filters; Radar tracking; Resonance light scattering; Signal processing algorithms; Stability analysis; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.196849
Filename
196849
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