Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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Fast Recursive Least Squares Algolithm with Improved Robustness

강인성이 보강된 고속순환 최소자승 알고리즘

  • Kim, Eui-Jun (Department of Electrical Engineering, Soong Sil University) ;
  • Koh, Seok-Yong (Department of Electrical Engineering, Soong Sil University) ;
  • Jung, Yang-Woong (Department of Electrical Engineering, Soong Sil University) ;
  • Jung, Chan-Soo (Department of Electrical Engineering, Soong Sil University)
  • 김의준 (숭실대학교 전기공학과) ;
  • 고석용 (숭실대학교 전기공학과) ;
  • 정양웅 (숭실대학교 전기공학과) ;
  • 정찬수 (숭실대학교 전기공학과)
  • Published : 1991.11.22
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Abstract

In this paper, it is proposed to improve the robustness of the Fast Recursive Least Squares(FRLS) algolithms with the exponential weighting, which is an important class of algolithms for adaptive filtering. It is well known that the FRLS algolithm is numerically unstable with exponential weighting factor ${\lambda}<1$. However, introducing some gains into this algolithms, numerical errors can be reduced. An accurately choice of the gains then leads to a numerically stable FRLS algolithm with a complexity of 8m multiplications and we shown it by computer simulations.

Keywords