Title :
A numerically stable relay structure for fast RLS adaptive filtering
Author_Institution :
Dept. of Radio Eng., Southeast Univ., Nanjing
fDate :
9/1/1991 12:00:00 AM
Abstract :
Long-term numerical instability is a critical problem in fast recursive least squares (RLS) adaptive algorithms. The author presents a numerically stable fast RLS relay structure (FRLS-RS), in which a conventional fast transversal RLS algorithm and a mixed time-and-order updating procedure are combined in a relay form to provide, with O (M) operations, the instantaneous filter-coefficient solution for each time step, where M is the order of the filter. Since continuous propagation of the FRLS-RS is limited to 2M +1 time steps, accumulation of the numerical errors is isolated. Both fixed-point analysis and computer simulations show that in the case of moderate precision, and when the order is not very high, the present structure is long-term numerically stable. Efficient implementation and exact initialization of the FRLS-RS are also considered
Keywords :
digital filters; filtering and prediction theory; least squares approximations; stability; adaptive algorithms; fast RLS adaptive filtering; fast transversal RLS algorithm; filter-coefficient solution; long term stability; mixed time/order updating; numerically stable relay structure; recursive least squares; Adaptive algorithm; Adaptive filters; Analytical models; Filtering; Kalman filters; Least squares methods; Relays; Resonance light scattering; Time varying systems; Transversal filters;
Journal_Title :
Circuits and Systems, IEEE Transactions on