• DocumentCode
    490515
  • Title

    A Fast Parameter Tracking RLS Algorithm with High Noise Immunity

  • Author

    Jiang, J. ; Cook, R.

  • Author_Institution
    Department of Electrical Engineering, University of Western Ontario, London, Ontario, N6A 5B9, CANADA
  • fYear
    1993
  • fDate
    2-4 June 1993
  • Firstpage
    2315
  • Lastpage
    2316
  • Abstract
    A Recursive Least Squares (RLS) based fast parameter tracking algorithm with high noise immunity is proposed. The fast parameter tracking capability of the algorithm is achieved by perturbing the covariance matrix update equation whenever the signal model parameters change. Since the perturbing term depends on the auto- and cross-correlations of the signal and algorithm outputs, the proposed algorithm is very robust with respect to noise. The efficiency of the algorithm has been verified by Monte Carlo simulations.
  • Keywords
    Coaxial components; Covariance matrix; Monte Carlo methods; Noise level; Noise reduction; Recursive estimation; Resonance light scattering; Tellurium; Variable speed drives; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1993
  • Conference_Location
    San Francisco, CA, USA
  • Print_ISBN
    0-7803-0860-3
  • Type

    conf

  • Filename
    4793300