TY - JOUR
T1 - Performance analysis of nonlinear RLS in mixture noise
AU - Leung, S. H.
AU - Xiong, Y.
AU - Weng, J. F.
AU - So, C. F.
AU - Lau, W. H.
PY - 2002
Y1 - 2002
N2 - This paper is to present the performance analysis of recursive least square algorithm with error-saturation in mixture noise. The algorithm is referred to as nonlinear RLS (NRLS). Generalized clipping function is considered for the error-saturation nonlinearity. An improved mean square behavior of NRLS is carried out. It is shown that the theoretical analysis and the simulation result are close to each other. By the analysis, we can relate the convergence and the mean square error in terms of the slope and clipping level of the nonlinear function. Based on the normalized mse, an instrumental variable is derived for yielding a variable clipping function to provide fast convergence and small mean square error.
AB - This paper is to present the performance analysis of recursive least square algorithm with error-saturation in mixture noise. The algorithm is referred to as nonlinear RLS (NRLS). Generalized clipping function is considered for the error-saturation nonlinearity. An improved mean square behavior of NRLS is carried out. It is shown that the theoretical analysis and the simulation result are close to each other. By the analysis, we can relate the convergence and the mean square error in terms of the slope and clipping level of the nonlinear function. Based on the normalized mse, an instrumental variable is derived for yielding a variable clipping function to provide fast convergence and small mean square error.
UR - http://www.scopus.com/inward/record.url?scp=0036293050&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0036293050&origin=recordpage
M3 - 22_Publication in policy or professional journal
VL - 5
JO - Proceedings - IEEE International Symposium on Circuits and Systems
JF - Proceedings - IEEE International Symposium on Circuits and Systems
SN - 0271-4310
T2 - 2002 IEEE International Symposium on Circuits and Systems
Y2 - 26 May 2002 through 29 May 2002
ER -