Improvement of the tracking capability of the numerically stable fast RLS algorithms for adaptive filtering
- 13 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
The authors propose a simple and efficient technique to improve the tracking capability of numerically stable fast, least-squares algorithms. The forgetting factor for the adaptation of the filtering part is implicitly modified, while the forgetting factor in the prediction part is kept to a value that ensures the numerical stability. A theoretical analysis of the modified algorithm is presented. Simulation results on a practical example (acoustic echo cancellation) show the efficiency of the proposed technique.Keywords
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