Presentation 2014-07-11
A small arithmetic operations algorithm of time-varying regularization parameter updates in an LRLS filter
Eisuke HORITA,
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Abstract(in English) In adaptive signal processing, a leaky recursive least-squares (LRLS) algorithm whose computational complexity is on the order of N^2 was reported by the author. Althouth we can introduce a time-varying regularization parameter updates algorithm by using the method proposed by Prof. Ali H. Sayed et.al., its computational complexity is on the order of N^3. In this report, an LRLS algorithm with time-varying regularization parameter updates whose computational complexity is on the order of N^2 and whose precision is almost as good as the conventional method is proposed.
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Keyword(in English) adaptive filter / RLS algorithm / regularized least-squares / LRLS algorithm / computational complexity
Paper # CAS2014-48,VLD2014-57,SIP2014-69,MSS2014-48,SIS2014-48
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Conference Date 2014/7/2(1days)
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Language JPN
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Title (in English) A small arithmetic operations algorithm of time-varying regularization parameter updates in an LRLS filter
Sub Title (in English)
Keyword(1) adaptive filter
Keyword(2) RLS algorithm
Keyword(3) regularized least-squares
Keyword(4) LRLS algorithm
Keyword(5) computational complexity
1st Author's Name Eisuke HORITA
1st Author's Affiliation College of Science and Engineering, Kanazawa University()
Date 2014-07-11
Paper # CAS2014-48,VLD2014-57,SIP2014-69,MSS2014-48,SIS2014-48
Volume (vol) vol.114
Number (no) 125
Page pp.pp.-
#Pages 5
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