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 Japanese) | (See Japanese page) |
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. |
Keyword(in Japanese) | (See Japanese page) |
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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Committee | MSS |
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Conference Date | 2014/7/2(1days) |
Place (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Mathematical Systems Science and its applications(MSS) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
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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