A numerically stable fast transversal filter with leakage correction

Author

Binde, Stephan

Author_Institution

Inst. fur Netzwerk-und Signaltheorie, TH Darmstadt Univ., Germany

Volume

2

Issue

6

fYear

1995

fDate

6/1/1995 12:00:00 AM

Firstpage

114

Lastpage

116

Abstract

A derivation of fundamental fast transversal filter equations comes to a 7M fast RLS algorithm for system identification. Yet, this algorithm is not stable due to numerical errors resulting from implementation on a hardware with finite precision arithmetic. The known stabilization methods with feedback of numerical errors require a judicious choice of the feedback gains and depend on the properties of the exciting sequence, as simulations have shown. A new method to stabilize the algorithm is introduced that does not depend on the characteristics of the excitation signal. By inserting leakage factors in the filter equations, a steady contraction of error components is reached.<>

Keywords

adaptive filters; error analysis; feedback; least squares approximations; recursive filters; 7M fast RLS algorithm; feedback; filter equations; finite precision arithmetic; leakage correction; numerical errors; numerically stable fast transversal filter; simulations; system identification; Arithmetic; Equations; Feedback; Forward contracts; Hardware; Least squares methods; Numerical stability; System identification; Transversal filters; Virtual manufacturing;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/97.388912

Filename

388912