NDLI: Fast, recursive-least-squares transversal filters for adaptive filtering

Content Provider	IEEE Xplore Digital Library
Author	Cioffi, J. Kailath, T.
Copyright Year	1974
Abstract	Fast transversal filter (FTF) implementations of recursive-least-squares (RLS) adaptive-filtering algorithms are presented in this paper. Substantial improvements in transient behavior in comparison to stochastic-gradient or LMS adaptive algorithms are efficiently achieved by the presented algorithms. The true, not approximate, solution of the RLS problem is always obtained by the FTF algorithms even during the critical initialization period (first N iterations) of the adaptive filter. This true solution is recursively calculated at a relatively modest increase in computational requirements in comparison to stochastic-gradient algorithms (factor of 1.6 to 3.5, depending upon application). Additionally, the fast transversal filter algorithms are shown to offer substantial reductions in computational requirements relative to existing, fast-RLS algorithms, such as the fast Kalman algorithms of Morf, Ljung, and Falconer (1976) and the fast ladder (lattice) algorithms of Morf and Lee (1977-1981). They are further shown to attain (steady-state unnormalized), or improve upon (first N initialization steps), the very low computational requirements of the efficient RLS solutions of Carayannis, Manolakis, and Kalouptsidis (1983). Finally, several efficient procedures are presented by which to ensure the numerical Stability of the transversal-filter algorithms, including the incorporation of soft-constraints into the performance criteria, internal bounding and rescuing procedures, and dynamic-range-increasing, square-root (normalized) variations of the transversal filters.
Starting Page	304
Ending Page	337
Page Count	34
File Size	3236330
File Format	PDF
ISSN	00963518
Volume Number	32
Issue Number	2
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1984-04-01
Publisher Place	U.S.A.
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Transversal filters Adaptive filters Lattices Resonance light scattering Least squares approximation Adaptive algorithm Information systems Laboratories Switches Filtering algorithms
Content Type	Text
Resource Type	Article
Subject	Signal Processing

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