A fast least-squares algorithm for linearly constrained adaptive filtering

Author

Resende, Leonardo S. ; Romano, João Marcos T ; Bellanger, Maurice G.

Author_Institution

Univ. Estadual de Campinas, Sao Paulo, Brazil

Volume

44

Issue

5

fYear

1996

fDate

5/1/1996 12:00:00 AM

Firstpage

1168

Lastpage

1174

Abstract

An extension of the field of fast least-squares techniques is presented. It is shown that the adaptation gain, which is updated with a number of operations proportional to the number of transversal filter coefficients, can be used to update the coefficients of a linearly constrained adaptive filter. An algorithm that is robust to round-off errors is derived. It is general and flexible. It can handle multiple constraints and multichannel signals. Its performance is illustrated by simulations and compared with the classical LMS-based Frost (1972) algorithm

Keywords

adaptive filters; adaptive signal processing; filtering theory; least squares approximations; roundoff errors; telecommunication channels; LMS based Frost algorithm; adaptation gain; fast least-squares algorithm; linearly constrained adaptive filter; linearly constrained adaptive filtering; multichannel signals; performance; round-off errors robust algorithm; transversal filter coefficients; Adaptive arrays; Adaptive filters; Array signal processing; Art; Filtering algorithms; Robustness; Roundoff errors; Signal analysis; Signal processing; Transversal filters;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.502329

Filename

502329