Advertisement

Conventional Rls Adaptive Filter

  • Paulo S.R. Diniz
Chapter

Keywords

Input Signal Posteriori Error Autocorrelation Matrix Nonstationary Environment Eigenvalue Spread 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    G. C. Goodwin and R. L. Payne, Dynamic System Identification: Experiment Design and Data Analysis, Academic Press, NewYork, NY, 1977.Google Scholar
  2. 2.
    S. Haykin, Adaptive Filter Theory, Prentice Hall, Englewood Cliffs, NJ, 4th edition, 2002.Google Scholar
  3. 3.
    S. H. Ardalan, ‘‘Floating-point analysis of recursive least-squares and least-mean squares adaptive filters,’’ IEEE Trans. on Circuits and Systems, vol. CAS-33, pp. 1192-1208, Dec. 1986.Google Scholar
  4. 4.
    J. M. Cioffi, ‘‘Limited precision effects in adaptive filtering,’’ IEEE Trans. on Circuits and Systems, vol. CAS-34, pp. 821-833, July 1987.Google Scholar
  5. 5.
    R. S. Medaugh and L. J. Griffiths, ‘‘A comparison of two linear predictors,’’ Proc. IEEE Intern. Conf. on Acoust., Speech, Signal Processing, Atlanta, GA, pp. 293-296, April 1981.Google Scholar
  6. 6.
    F. Ling and J. G. Proakis, ‘‘Nonstationary learning characteristics of least squares adaptive estimation algorithms,’’ Proc. IEEE Intern. Conf. on Acoust., Speech, Signal Processing, San Diego, CA, pp. 30.3.1.-30.3.4, March 1984.Google Scholar
  7. 7.
    E. Eleftheriou and D. D. Falconer, ‘‘Tracking properties and steady-state performance of RLS adaptive filter algorithms,’’ IEEE Trans. on Acoust., Speech, and Signal Processing, vol. ASSP- 34, pp. 1097-1110, Oct. 1986.Google Scholar
  8. 8.
    J. M. Cioffi and T. Kailath, ‘‘Fast recursive-least-squares transversal filters for adaptive filtering,’’ IEEE Trans. on Acoust., Speech, and Signal Processing, vol. ASSP-32, pp. 304-337, April 1984.Google Scholar
  9. 9.
    S.Ardalan, ‘‘On the sensitivity of transversal RLS algorithms to random perturbations in the filter coefficients,’’ IEEE Trans. on Acoust., Speech, and Signal Processing, vol. 36, pp. 1781-1783, Nov. 1988.Google Scholar
  10. 10.
    C. R. Johnson, Jr., Lectures on Adaptive Parameter Estimation, Prentice Hall, Englewood Cliffs, NJ, 1988.Google Scholar
  11. 11.
    O. M. Macchi and N. J. Bershad, ‘‘Adaptive recovery of a chirped sinusoid in noise, Part 1: performance of the RLS algorithm,’’ IEEE Trans. on Signal Processing, vol. 39, pp. 583-594, March 1991.Google Scholar

Copyright information

© Springer-Verlag US 2008

Authors and Affiliations

  • Paulo S.R. Diniz
    • 1
  1. 1.Federal University of Rio de JaneiroRio de JaneiroBrazil

Personalised recommendations