Title :
Parallel adaptation for enhanced RLS tracking
Author :
Peters, S. Douglas ; Antoniou, Andreas
Author_Institution :
Defence Res. Establ. Atlantic, Dartmouth, NS, Canada
Abstract :
A new variable forgetting factor RLS adaptive filter is introduced. This algorithm, based on an accurate new measure of RLS performance in a random walk scenario, attempts to achieve the optimal RLS steady-state misadjustment under the assumption that the Wiener filter coefficients vary according to that nonstationarity. Simulations demonstrate that the proposed method is effective in other nonstationary environments and outperforms existing fixed and variable forgetting factor schemes
Keywords :
Wiener filters; adaptive filters; least squares approximations; random processes; recursive filters; tracking filters; RLS adaptive filter; Wiener filter coefficients; enhanced RLS tracking; nonstationary environments; optimal RLS steady-state misadjustment; parallel adaptation; random walk scenario; simulations; variable forgetting factor; Accuracy; Adaptive filters; Additive noise; Markov processes; Performance analysis; Predictive models; Resonance light scattering; Steady-state; Transversal filters; Wiener filter;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.390087