Bi-loop recursive least squares algorithm with forgetting factors

Author

Yu, Wen-Chun ; Shih, Neng-Yih

Author_Institution

Dept. of Electron. Eng., Chung Chou Inst. of Technol., Yuan-Lin

Volume

13

Issue

8

fYear

2006

Firstpage

505

Lastpage

508

Abstract

This letter develops a novel recursive least squares algorithm with forgetting factors (FRLS) named as the bi-loop recursive least squares algorithm with forgetting factors (BLFRLS). The BLFRLS is also established from the FRLS and an in-between recursive least squares algorithm with forgetting factors (IFRLS). The BLFRLS promotes the tracking capability of parameters estimation for time-varying systems without any additional data. The convergence properties in parameters estimation and predicted errors are proven. Computer simulations show that the proposed BLFRLS algorithm has better tracking capability than FRLS

Keywords

least squares approximations; parameter estimation; probability; signal sampling; bandwidth-limited sampling systems; bi-loop recursive least square algorithm; forgetting factors; parameters estimation; time-varying systems; tracking capability; Algorithm design and analysis; Computer errors; Computer simulation; Convergence; Least squares methods; Parameter estimation; Resonance light scattering; Sampling methods; Signal processing algorithms; Time varying systems; Bi-loop recursive least squares algorithm; forgetting factors; in-between recursive least squares algorithm; time-varying system;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/LSP.2006.873664

Filename

1658068