A new wavelet-based tracking algorithm for rapidly time-varying systems

Author

Zheng, Yuanjin ; Lin, Zhiping

Author_Institution

Inst. of Microelectron., Singapore, Singapore

fYear

2001

fDate

6/23/1905 12:00:00 AM

Firstpage

194

Lastpage

197

Abstract

A recursive least squares (RLS) algorithm with selective modification of the system estimation covariance matrix is employed to track the rapidly changing components of system parameters. A new on-line wavelet detector is designed for accurately identifying the changing locations and the branches of changing parameters. Employing theses techniques, the tracking performance of the proposed algorithm to rapidly changing systems can be significantly improved

Keywords

covariance matrices; least squares approximations; recursive estimation; signal detection; time-varying systems; tracking; wavelet transforms; RLS algorithm; covariance matrix modification; dyadic wavelet transform; on-line wavelet detector; rapidly time-varying systems; recursive wavelet change detector; system estimation covariance matrix; system parameters; tracking performance; wavelet-based tracking algorithm; Adaptive algorithm; Change detection algorithms; Covariance matrix; Detection algorithms; Detectors; Filtering algorithms; Microelectronics; Resonance light scattering; Time varying systems; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal Processing, 2001. Proceedings of the 11th IEEE Signal Processing Workshop on

Print_ISBN

0-7803-7011-2

Type

conf

DOI

10.1109/SSP.2001.955255

Filename

955255