A robust, parallelizable, o(m), a posteriori recursive least squares algorithm for efficient adaptive filtering

Papaodysseus, C

dc.contributor.author	Papaodysseus, C	en
dc.date.accessioned	2014-03-01T01:14:21Z
dc.date.available	2014-03-01T01:14:21Z
dc.date.issued	1999	en
dc.identifier.issn	1053-587X	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/13011
dc.subject	Adaptive algorithms	en
dc.subject	Adaptive filtering	en
dc.subject	Finite memory algorithms	en
dc.subject	Finite precision error	en
dc.subject	Finite window filtering	en
dc.subject	Kalman-type algorithms	en
dc.subject	Quantization error	en
dc.subject	Rls algorithms	en
dc.subject	Stabilized algorithms	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	FAST TRANSVERSAL FILTERS	en
dc.subject.other	ERROR PROPAGATION	en
dc.subject.other	LINEAR PREDICTION	en
dc.subject.other	L-STEP	en
dc.subject.other	NORMALIZATION	en
dc.title	A robust, parallelizable, o(m), a posteriori recursive least squares algorithm for efficient adaptive filtering	en
heal.type	journalArticle	en
heal.identifier.primary	10.1109/78.782203	en
heal.identifier.secondary	http://dx.doi.org/10.1109/78.782203	en
heal.language	English	en
heal.publicationDate	1999	en
heal.abstract	This correspondence presents a new recursive least squares (RLS) adaptive algorithm. The proposed computational scheme uses a finite window by means of a lemma for the system matrix inversion that is, for the first time, stated and proven here. The new algorithm has excellent tracking capabilities. Moreover, its particular structure allows for stabilization by means of a quite simple method. Its stabilized version performs very well not only for a white noise input but also for nonstationary inputs as well. It is shown to follow music, speech, environmental noise, etc, with particularly good tracking properties. The new algorithm can be parallelized via a simple technique. Its parallel form is very fast when implemented with four processors. © 1999 IEEE.	en
heal.publisher	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC	en
heal.journalName	IEEE Transactions on Signal Processing	en
dc.identifier.doi	10.1109/78.782203	en
dc.identifier.isi	ISI:000082063800023	en
dc.identifier.volume	47	en
dc.identifier.issue	9	en
dc.identifier.spage	2552	en
dc.identifier.epage	2558	en