DocumentCode
1498913
Title
Stabilisation of fast QRD inverse-updates adaptive filtering algorithm
Author
Sakai, H. ; Hori, S.
Author_Institution
Dept. of Syst. Sci., Kyoto Univ., Japan
Volume
148
Issue
2
fYear
2001
fDate
4/1/2001 12:00:00 AM
Firstpage
107
Lastpage
114
Abstract
A stabilisation method for the fast QRD inverse-updates adaptive filtering algorithm of Proudler (1994) involving modification by leakage is proposed. A stability analysis of the error propagation of the algorithm is presented using the averaging principle. It is shown that the proposed algorithm is stable if the variance of the one-step-ahead linear predictor of the input signal is less than that of the prediction error, with the forgetting factor and the leakage factor sufficiently close to 1, under additional assumptions on the leakage factor and the linear prediction coefficient
Keywords
adaptive filters; adaptive signal processing; filtering theory; least squares approximations; matrix decomposition; matrix inversion; numerical stability; prediction theory; RLS adaptive filtering; averaging principle; error propagation; fast QRD inverse-updates adaptive filtering algorithm; forgetting factor; input signal; leakage factor; linear prediction coefficient; one-step-ahead linear predictor; prediction error; stabilisation method; stability analysis; stable algorithm;
fLanguage
English
Journal_Title
Vision, Image and Signal Processing, IEE Proceedings -
Publisher
iet
ISSN
1350-245X
Type
jour
DOI
10.1049/ip-vis:20010153
Filename
926833
Link To Document