| Presentation | 2007-03-06 A Time-Varying Leaky RLS Filter and Its Convergence Analysis Koji YAMAMOTO, Kazunori NAKAGAWA, Eisuke HORITA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In adaptive signal processing, an LRLS algorithm obtained by using a ridge regression with an exponential weighting factor is numerically stable and there is a case that the LRLS algorithm gives more accurate estimates than the RLS algorithm. A standard LRLS algorithm needs to select a positive constant value α. The optimum solution is influenced by the value of a. In this report, we show a method to find the value of α adaptively and a time-varying LRLS algorithm that incorporated the method in the standard LRLS algorithm. Moreover, the time-varying LRLS algorithm is analyzed and its convergence characteristic is compared with that of the RLS algorithm. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | adaptive filter / LS / ridge regression / LRLS algorithm |
| Paper # | CAS2006-110,SIP2006-211,CS2006-127 |
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| Conference Information | |
| Committee | SIP |
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| Conference Date | 2007/2/27(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Signal Processing (SIP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Time-Varying Leaky RLS Filter and Its Convergence Analysis |
| Sub Title (in English) | |
| Keyword(1) | adaptive filter |
| Keyword(2) | LS |
| Keyword(3) | ridge regression |
| Keyword(4) | LRLS algorithm |
| 1st Author's Name | Koji YAMAMOTO |
| 1st Author's Affiliation | Graduate School of Natural Science and Technology, Kanazawa University() |
| 2nd Author's Name | Kazunori NAKAGAWA |
| 2nd Author's Affiliation | Graduate School of Natural Science and Technology, Kanazawa University |
| 3rd Author's Name | Eisuke HORITA |
| 3rd Author's Affiliation | Graduate School of Natural Science and Technology, Kanazawa University |
| Date | 2007-03-06 |
| Paper # | CAS2006-110,SIP2006-211,CS2006-127 |
| Volume (vol) | vol.106 |
| Number (no) | 570 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |