A new multichannel recursive least squares algorithm for very robust and efficient adaptive filtering

Boutalis, Y; Papaodysseus, C; Koukoutsis, E

dc.contributor.author	Boutalis, Y	en
dc.contributor.author	Papaodysseus, C	en
dc.contributor.author	Koukoutsis, E	en
dc.date.accessioned	2014-03-01T01:15:26Z
dc.date.available	2014-03-01T01:15:26Z
dc.date.issued	2000	en
dc.identifier.issn	0196-6774	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/13497
dc.subject	Adaptive Algorithm	en
dc.subject	Adaptive Filter	en
dc.subject	Generalized Inverse	en
dc.subject	Recursive Least Square	en
dc.subject.classification	Computer Science, Theory & Methods	en
dc.subject.classification	Mathematics, Applied	en
dc.subject.other	FAST TRANSVERSAL FILTERS	en
dc.subject.other	ERROR PROPAGATION	en
dc.subject.other	PREDICTION	en
dc.subject.other	NORMALIZATION	en
dc.subject.other	LATTICE	en
dc.title	A new multichannel recursive least squares algorithm for very robust and efficient adaptive filtering	en
heal.type	journalArticle	en
heal.identifier.primary	10.1006/jagm.2000.1113	en
heal.identifier.secondary	http://dx.doi.org/10.1006/jagm.2000.1113	en
heal.language	English	en
heal.publicationDate	2000	en
heal.abstract	In this paper, a new multichannel recursive least squares (MRLS) adaptive algorithm is presented which has a number of very interesting properties. The proposed computational scheme performs adaptive filtering via the use of a finite window, where the burdening past information is dropped directly by means of a generalized inversion lemma; consequently, the proposed algorithm has excellent tracking abilities and very low misjudgment. Moreover, the scheme presented here, due to its particular structure and to the proper choice of mathematical definitions behind it, is very robust; i.e., it is less sensitive in the finite precision numerical error generation and propagation. Also, the new algorithm can be parallelized via a simple technique and its parallel form and, when executed with four processors, is faster than all the already existing schemes that perform both infinite and finite window multichannel adaptive filtering. Finally, due to the particular structure of this scheme and to the intrinsic flexibility in the choice of the window length, the proposed algorithm can act as a full substitute of the infinite window MRLS ones. (C) 2000 Academic Press.	en
heal.publisher	ACADEMIC PRESS INC	en
heal.journalName	JOURNAL OF ALGORITHMS	en
dc.identifier.doi	10.1006/jagm.2000.1113	en
dc.identifier.isi	ISI:000165183500004	en
dc.identifier.volume	37	en
dc.identifier.issue	2	en
dc.identifier.spage	283	en
dc.identifier.epage	308	en