tailieunhanh - Báo cáo hóa học: " New Insights into the RLS Algorithm"

Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: New Insights into the RLS Algorithm | EURASIP Journal on Applied Signal Processing 2004 3 331-339 2004 Hindawi Publishing Corporation New Insights into the RLS Algorithm Jacob Benesty INRS-EMT Universite du Québec 800 de la Gauchetiere Quest Suite 6900 Montréal Québec Canada H5A 1K6 Email benesty@ Tomas Gansler Agere Systems Inc. 1110 American Parkway NE Allentown PA 18109-3229 USA Email gaensler@ Received 21 July 2003 Revised 9 October 2003 Recommended for Publication by Hideaki Sakai The recursive least squares RLS algorithm is one ofthe most popular adaptive algorithms that can be found in the literature due to the fact that it is easily and exactly derived from the normal equations. In this paper we give another interpretation of the RLS algorithm and show the importance of linear interpolation error energies in the RLS structure. We also give a very efficient way to recursively estimate the condition number of the input signal covariance matrix thanks to fast versions of the RLS algorithm. Finally we quantify the misalignment of the RLS algorithm with respect to the condition number. Keywords and phrases adaptive algorithms normal equations RLS fast RLS condition number linear interpolation. 1. INTRODUCTION Adaptive algorithms play a very important role in many diverse applications such as communications acoustics speech radar sonar seismology and biomedical engineering 1 2 3 4 . Among the most well-known adaptive filters are the recursive least squares RLS and fast RLS FRLS algorithms. The latter is a computationally fast version of the former. Even though the RLS is not as widely used in practice as the least mean square LMS it has a very significant theoretical interest since it belongs to the Kalman filters family 5 . Also many adaptive algorithms including the LMS can be seen as approximations of the RLS. Therefore there is always a need to interpret and understand in new ways the different variables that are built in the RLS algorithm. The convergence rate the .

TÀI LIỆU LIÊN QUAN
crossorigin="anonymous">
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.