Paper Abstract and Keywords |
Presentation |
2008-01-25 13:50
A convergence analysis of a time-varying LRLS filter and its approximation filter Kazunori Nakagawa, Eisuke Horita (Kanazawa Univ.) SIP2007-178 RCS2007-181 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
A leaky RLS algorithm is needed to be set a parameter $\alpha$ for its correlation matrix to be regularized\cite{ref_2}\cite{ref_1}. The optimum parameter $\alpha$ depends on an observation-signal's statistical information. Therefore the time-varying LRLS algorithm that can adapt to variable circumstance and obtain an optimum parameter $\alpha$ has been proposed\cite{ref_1}. However, the time-varying LRLS algorithm involves a large increase in computational complexity. In this report, we analyze the time-varying LRLS algorithm and attempt to reduce a calculation amount using its approximation. In addition, we analyze its convergence characteristic. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
adaptive filter / least squares method / ridge regression / LRLS algorithm / MSE analysis / / / |
Reference Info. |
IEICE Tech. Rep., vol. 107, no. 439, SIP2007-178, pp. 121-126, Jan. 2008. |
Paper # |
SIP2007-178 |
Date of Issue |
2008-01-18 (SIP, RCS) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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SIP2007-178 RCS2007-181 |
Conference Information |
Committee |
RCS SIP |
Conference Date |
2008-01-24 - 2008-01-25 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Hiroshima City Uni. |
Topics (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
SIP |
Conference Code |
2008-01-RCS-SIP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
A convergence analysis of a time-varying LRLS filter and its approximation filter |
Sub Title (in English) |
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Keyword(1) |
adaptive filter |
Keyword(2) |
least squares method |
Keyword(3) |
ridge regression |
Keyword(4) |
LRLS algorithm |
Keyword(5) |
MSE analysis |
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1st Author's Name |
Kazunori Nakagawa |
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 |
2008-01-25 13:50:00 |
Presentation Time |
25 minutes |
Registration for |
SIP |
Paper # |
SIP2007-178, RCS2007-181 |
Volume (vol) |
vol.107 |
Number (no) |
no.439(SIP), no.441(RCS) |
Page |
pp.121-126 |
#Pages |
6 |
Date of Issue |
2008-01-18 (SIP, RCS) |
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