Gradient based variable forgetting factor RLS algorithm
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 1163-1175 |
| Journal / Publication | Signal Processing |
| Volume | 83 |
| Issue number | 6 |
| Publication status | Published - Jun 2003 |
Link(s)
Abstract
An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the dynamic equation of the gradient of mean square error. Compared with other variable forgetting factor algorithms, the new algorithm provides fast tracking and small mean square model error, and its performance will not be degraded much even in low signal-to-noise ratios. © 2003 Elsevier Science B.V. All rights reserved.
Research Area(s)
- Adaptive filters, RLS algorithm, Variable forgetting factor
Citation Format(s)
Gradient based variable forgetting factor RLS algorithm. / So, C. F.; Ng, S. C.; Leung, S. H.
In: Signal Processing, Vol. 83, No. 6, 06.2003, p. 1163-1175.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
