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Finite-window RLS algorithms

delete2022-09-01
delete6
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OA
AI
L
Lu Shen *
Y
Yuriy Zakharov
M
Maciej Niedźwiecki
A
Artur Gańcza
DOI:10.1016/j.sigpro.2022.108599delete
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Abstract

Abstract

En 中文
Two recursive least-squares (RLS) adaptive filtering algorithms are most often used in practice, the exponential and sliding (rectangular) window RLS algorithms. This popularity is mainly due to existence of low-complexity versions of these algorithms. However, these two windows are not always the best choice for identification of fast time-varying systems, when the identification performance is most important. In this paper, we show how RLS algorithms with arbitrary finite-length windows can be implemented at a complexity comparable to that of exponential and sliding window RLS algorithms. Then, as an example, we show an improvement in the performance when using the proposed finite-window RLS algorithm with the Hanning window for identification of fast time-varying systems.(c) 2022 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license ( http://creativecommons.org/licenses/by/4.0/ )
Keywords:
Adaptive filter
Finite-window
RLS
Time-varying systems
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Journal

Signal Processing cover
Signal Processing
IF:
3.6
Papers:
9.9K
Citations:
1.7W

Organization

F
fahrenheit universities
Scholars:
1.6W
Papers: 1.3W
Citations: 21
U
university of york - uk
Scholars:
1.5W
Papers: 1.5W
Citations: 15