• 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