Title :
LMS and RLS algorithms comparative study in system identification
Author :
Li, Zhu ; Li, Chao
Author_Institution :
Inst. of Phys. & Inf. Eng., Shanxi Normal Univ., Linfen, China
Abstract :
In this paper the two most basic adaptive algorithms: LMS and RLS are discussed. Which were compared to the search path, RLS algorithm through theoretical analysis shows that the convergence rate is faster than the LMS algorithm. Finally, RLS and LMS algorithms aer applied to system identification, the experimental data further illustrate the convergence rate of RLS algorithm is better than LMS algorithm.
Keywords :
convergence of numerical methods; least mean squares methods; recursive estimation; LMS algorithm; RLS algorithm; search path; system identification; Algorithm design and analysis; Convergence; Finite impulse response filter; Least squares approximation; Signal processing algorithms; System identification; Convergence rate; LMS; RLS; system identification;
Conference_Titel :
Multimedia Technology (ICMT), 2011 International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-61284-771-9
DOI :
10.1109/ICMT.2011.6002287
