Analysis of the stabilized FTF algorithm with leakage correction

Author

Soh, J.K. ; Douglas, S.C.

Author_Institution

Dept. of Electr. Eng., Utah Univ., Salt Lake City, UT, USA

fYear

1996

fDate

3-6 Nov. 1996

Firstpage

1088

Abstract

The O(7N) implementation of the fast transversal filter (FTF) for recursive least-squares (RLS) adaptive filtering is known to be numerically unstable. Stabilization methods for this algorithm employing error feedback can be difficult to tune and do not work for aggressive choices of the forgetting factor X. A numerically-stable FTF algorithm employing leakage correction has been introduced that overcomes many of these difficulties. In this paper, we analyze the stability characteristics of this new algorithm. Our analysis employs a linearized model of the errors in the states of the adaptive filter. Through our analysis, we prove that for positive leakage factors v/sub 1/ in the range 0/spl Lt/v/sub 1/\n\n\t\t

Keywords

adaptive filters; adaptive signal processing; filtering theory; least squares approximations; numerical stability; recursive estimation; RLS; accuracy; adaptive filter; adaptive filtering; duty cycle; error feedback; fast transversal filter; forgetting factor; leakage based update; leakage correction; linearized model; numerically stable FTF algorithm; numerically stable algorithm; positive leakage factors; recursive least squares; simulations; stability characteristics; stabilization methods; stabilized FTF algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Cities and towns; Error correction; Feedback; Resonance light scattering; Stability analysis; Statistics; Transversal filters;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1996. Conference Record of the Thirtieth Asilomar Conference on

Conference_Location

Pacific Grove, CA, USA

ISSN

1058-6393

Print_ISBN

0-8186-7646-9

Type

conf

DOI

10.1109/ACSSC.1996.599111

Filename

599111