Title :
Stability analysis of the fast RLS adaptation algorithm
Author :
Kim, Daehoon ; Alexander, Winser E.
Author_Institution :
Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA
Abstract :
An analytical derivation is presented of the stability conditions for the fast transversal filter (FTF) implementation of the recursive least-squares (RLS) adaptive filter algorithm. It is shown that the rescue variable should be less than a threshold value that is derived. Simulation results are reported which confirm that the derived rescue variable can be used to ensure the stability of the RLS adaptation algorithm
Keywords :
convergence of numerical methods; digital filters; filtering and prediction theory; least squares approximations; adaptive filter algorithm; fast RLS adaptation algorithm; fast transversal filter; recursive least-squares; simulation; stability analysis; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Least squares approximation; Nonlinear filters; Radar tracking; Resonance light scattering; Signal processing algorithms; Stability analysis; Statistics;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.196849
