Sub-RLS algorithm with an extremely simple update equation

Author

Fujii, Kensaku ; Ohga, Juro

Author_Institution

Network Syst. Labs., Fujitsu Labs. Ltd., Kawasaki, Japan

Volume

3

fYear

1997

fDate

21-24 Apr 1997

Firstpage

2325

Abstract

A new type of adaptive algorithm is derived from a first order infinite impulse response (IIR) filter expression of the normalized least mean square (NLMS) algorithm. This new algorithm provides a convergence property similar to that of the recursive least square (RLS) algorithm. Its update equation, however, is extremely simple compared to that of the RLS algorithm. The new algorithm, named the `sub-RLS´ algorithm, can be also derived from the least square (LS) algorithm on an approximation. The prefix `sub´ designates the approximation applied to the LS algorithm for its recursive adaptation. This paper also presents a variation of reducing its processing cost

Keywords

FIR filters; IIR filters; adaptive filters; adaptive signal processing; convergence of numerical methods; filtering theory; least squares approximations; recursive estimation; FIR filter; IIR filter; LS algorithm; NLMS algorithm; RLS algorithm; adaptive algorithm; approximation; convergence property; first order infinite impulse response filter; least square algorithm; normalized least mean square; processing cost reduction; recursive adaptation; recursive least square algorithm; subRLS algorithm; update equation; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Approximation algorithms; Convergence; Equations; IIR filters; Least squares approximation; Least squares methods; Resonance light scattering;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on

Conference_Location

Munich

ISSN

1520-6149

Print_ISBN

0-8186-7919-0

Type

conf

DOI

10.1109/ICASSP.1997.599518

Filename

599518