DocumentCode :
1325865
Title :
A numerically stable relay structure for fast RLS adaptive filtering
Author :
Yu Xiao-Hu
Author_Institution :
Dept. of Radio Eng., Southeast Univ., Nanjing
Volume :
38
Issue :
9
fYear :
1991
fDate :
9/1/1991 12:00:00 AM
Firstpage :
994
Lastpage :
1002
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;
fLanguage :
English
Journal_Title :
Circuits and Systems, IEEE Transactions on
Publisher :
ieee
ISSN :
0098-4094
Type :
jour
DOI :
10.1109/31.83871
Filename :
83871
Link To Document :
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