The Journal of Korean Institute of Communications and Information Sciences (한국통신학회논문지)

The Korean Institute of Commucations and Information Sciences (한국통신학회)
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An Approximated RLS Algorithm for Adaptive Parameter Estimation

적응 파라미터 예측을 위한 근사화된 RLS 알고리즘

  • 안봉만 (전북대학교 Next 사업단) ;
  • 황지원 (익산대학 컴퓨터과학과) ;
  • 유정래 (서울산업대학교 제어계측공학과) ;
  • 조주필 (군산대학교 전자정보공학부)
  • Published : 2007.09.30
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Abstract

This paper presents the fast adaptive algorithm which applies an approximation scheme into RLS algorithm. The proposed algorithm(D-RLS) derives a QRD RLS algorithm derivation process from RLS algorithm recursively. D-RLS has the similar pattern as the algorithm having the approximation that input signals are separated respectively. Computational complexity of D-RLS is O(N), fewer than $O(N^2)$. To evaluate performance of proposed algorithm, we use the system identification method of FIR and Volterra system. And, finally, we can show D-RLS has an excellent performance.

본 논문은 근사화 기법을 RLS 알고리즘에 적용한 고속 적응 알고리즘을 제안한다. 제안 알고리즘(D-RLS)은 QR 분해 RLS 알고리즘 유도 과정을 RLS 알고리즘으로부터 역으로 유도한 알고리즘이다. 유도된 알고리즘(D-RLS)은 입력 신호들이 서로 분리되어 있다는 가정을 사용한 알고리즘과 유사한 형태를 취한다. 이 알고리즘의 계산량은 $O(N^2)$ 보다 작은 O(N)이다. 이 알고리즘의 성능 평가를 위하여 FIR 시스템과 비선형(Volterra) 시스템의 시스템 식별 기법을 이용하였으며, 결과적으로 우수한 성능을 나타냄을 확인하였다.

Keywords

References

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