RLS solution for the adaptive recursive filter

Author

Soliet, E.A.

Author_Institution

Aircraft Electron. Securing Dept., Mil. Tech. Coll., Cairo

fYear

1996

fDate

19-21 Mar 1996

Firstpage

451

Lastpage

458

Abstract

The recursive least square (RLS) algorithm is insensitive to the dispersions of the correlation matrix. Consequently, the usage of the RLS algorithm to update the adaptive recursive filter coefficients are attractive for the system modeling and identification fields. In this paper, an error function RLS (EFRLS) algorithm is derived for the adaptive recursive filter. Furthermore, a scaled version of the EFRLS algorithm is proposed where the computation complexity is significantly reduced. The scaled EFRLS algorithm can be realized in real time using the available digital signal processors. The convergence to the optimal solution of both the EFRLS algorithm and its scaled version is ensured while the general RLS algorithm fails to converge to the optimal solution for the multimodal performance criterion

Keywords

adaptive filters; computational complexity; convergence of numerical methods; identification; least squares approximations; recursive filters; EFRLS algorithm; RLS solution; adaptive recursive filter; computation complexity; convergence; correlation matrix; digital signal processors; dispersions; error function RLS; identification; multimodal performance criterion; recursive least square algorithm; scaled version; system modeling; Adaptive control; Adaptive filters; Convergence; Digital signal processors; Iterative algorithms; Least squares methods; Mean square error methods; Modeling; Resonance light scattering; Signal processing algorithms;

fLanguage

English

Publisher

ieee

Conference_Titel

Radio Science Conference, 1996. NRSC '96., Thirteenth National

Conference_Location

Cairo

Print_ISBN

0-7803-3656-9

Type

conf

DOI

10.1109/NRSC.1996.551135

Filename

551135