A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties

Papaodysseus, C; Koukoutsis, E; Halkias, CC; Roussopoulos, G

dc.contributor.author	Papaodysseus, C	en
dc.contributor.author	Koukoutsis, E	en
dc.contributor.author	Halkias, CC	en
dc.contributor.author	Roussopoulos, G	en
dc.date.accessioned	2014-03-01T01:13:32Z
dc.date.available	2014-03-01T01:13:32Z
dc.date.issued	1998	en
dc.identifier.issn	0020-7160	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/12545
dc.subject	Adaptive algorithms	en
dc.subject	Kalman-type parallel algorithms and filters	en
dc.subject	Recursive least squares (RLS) filtering	en
dc.subject.classification	Mathematics, Applied	en
dc.subject.other	FAST TRANSVERSAL FILTERS	en
dc.subject.other	ERROR PROPAGATION	en
dc.subject.other	NORMALIZATION	en
dc.title	A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/00207169808804665	en
heal.identifier.secondary	http://dx.doi.org/10.1080/00207169808804665	en
heal.language	English	en
heal.publicationDate	1998	en
heal.abstract	In this paper, a new Recursive Least Squares (RLS) algorithm for Finite Window Adaptive Filtering is presented, that has a number of interesting and useful properties. First, owing to the specific structure of the updating formulas and due to the fact that the past information is, for the first time, directly dropped by means of a proper inversion Lemma stated and proved in this paper, the proposed algorithm is immediately parallelizable. Second, it is more robust than many RLS Kalman-type schemes, in the sense that it is more resistant to the finite precision error effects. At the same time, the proposed algorithm has very good tracking capabilities. Finally, it can constitute the basis for the development of O(m) computational complexity algorithms that have very interesting properties, too, i.e. they are robust, parallelizable and they have particularly good tracking properties.	en
heal.publisher	GORDON BREACH SCI PUBL LTD	en
heal.journalName	International Journal of Computer Mathematics	en
dc.identifier.doi	10.1080/00207169808804665	en
dc.identifier.isi	ISI:000073562200003	en
dc.identifier.volume	67	en
dc.identifier.issue	3-4	en
dc.identifier.spage	275	en
dc.identifier.epage	292	en