Title :
A fast least-squares algorithm for linearly constrained adaptive filtering
Author :
Resende, Leonardo S. ; Romano, João Marcos T ; Bellanger, Maurice G.
Author_Institution :
Univ. Estadual de Campinas, Sao Paulo, Brazil
fDate :
5/1/1996 12:00:00 AM
Abstract :
An extension of the field of fast least-squares techniques is presented. It is shown that the adaptation gain, which is updated with a number of operations proportional to the number of transversal filter coefficients, can be used to update the coefficients of a linearly constrained adaptive filter. An algorithm that is robust to round-off errors is derived. It is general and flexible. It can handle multiple constraints and multichannel signals. Its performance is illustrated by simulations and compared with the classical LMS-based Frost (1972) algorithm
Keywords :
adaptive filters; adaptive signal processing; filtering theory; least squares approximations; roundoff errors; telecommunication channels; LMS based Frost algorithm; adaptation gain; fast least-squares algorithm; linearly constrained adaptive filter; linearly constrained adaptive filtering; multichannel signals; performance; round-off errors robust algorithm; transversal filter coefficients; Adaptive arrays; Adaptive filters; Array signal processing; Art; Filtering algorithms; Robustness; Roundoff errors; Signal analysis; Signal processing; Transversal filters;
Journal_Title :
Signal Processing, IEEE Transactions on
