Paper Abstract and Keywords |
Presentation |
2005-03-15 13:35
On a convergence property of a leaky RLS filter Yasuhiro Nakamura, Eisuke Horita (Kanazawa Univ.) |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
In recent years, it has been reported that a Leaky RLS (LRLS) algorithm gives more accurate estimation parameters than an RLS algorithm in applications dealing with system identification where the noise in the data matrix A is much smaller than the input signal to an unknown system and the noise in the observation vector b is large for b to be far from the column space of A. In this report, the LRLS filter is analyzed and its convergence characteristic is considered. Moreover, a simple LRLS algorithm which uses an approximation by Taylor series is explained. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
adaptive filter / LS / TLS / ridge regression / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 104, no. 719, SIP2004-156, pp. 93-98, March 2005. |
Paper # |
SIP2004-156 |
Date of Issue |
2005-03-08 (CAS, SIP, CS) |
ISSN |
Print edition: ISSN 0913-5685 |
Download PDF |
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Conference Information |
Committee |
CS CAS SIP |
Conference Date |
2005-03-14 - 2005-03-15 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okayama Prefectural University |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Network processors, signal processing for communications, coding theory, etc. |
Paper Information |
Registration To |
SIP |
Conference Code |
2005-03-CS-CAS-SIP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
On a convergence property of a leaky RLS filter |
Sub Title (in English) |
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Keyword(1) |
adaptive filter |
Keyword(2) |
LS |
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TLS |
Keyword(4) |
ridge regression |
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1st Author's Name |
Yasuhiro Nakamura |
1st Author's Affiliation |
Kanazawa University (Kanazawa Univ.) |
2nd Author's Name |
Eisuke Horita |
2nd Author's Affiliation |
Kanazawa University (Kanazawa Univ.) |
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Speaker |
Author-1 |
Date Time |
2005-03-15 13:35:00 |
Presentation Time |
25 minutes |
Registration for |
SIP |
Paper # |
CAS2004-113, SIP2004-156, CS2004-249 |
Volume (vol) |
vol.104 |
Number (no) |
no.717(CAS), no.719(SIP), no.721(CS) |
Page |
pp.93-98 |
#Pages |
6 |
Date of Issue |
2005-03-08 (CAS, SIP, CS) |