Loading...
Please wait, while we are loading the content...
Similar Documents
A parallelizable recursive least squares algorithm for adaptive filtering , with very good tracking properties
| Content Provider | Semantic Scholar |
|---|---|
| Author | Papaodysseus, Constantin Koukoutsis, Elias Roussopoulos, George |
| Copyright Year | 2012 |
| Abstract | distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae, and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand, or costs or damages whatsoever or howsoever caused arising directly or indirectly in connection with or arising out of the use of this material. Reprints available directly from the publisher Photocopy~ng pernutted by license only 1998 OPA (Overseas Publ~shers Association) Amsterdam B.V. Published under license under the Gordon and Breach Science Publishers imprint. In this paper, a new Recursive Least Squares (RLS) algorithm for Finite Window Adaptive Filtering is presented, that has a number of interesting and useful properties. First, owing to the specific structure of the updating formulas and due to the fact that the past information is, for the first time, directly dropped by means of a proper inversion Lemma stated and proved in this paper, the proposed algorithm is immediately parallelizable. Second, it is more robust than many RLS Kalman-type schemes, in the sense that it is more resistant to the finite precision error effects. At the same time, the proposed algorithm has very good tracking capabilities. Finally, it can constitute the basis for the development of O(m) computational complexity algorithms that have very interesting properties, too, i.e. they are robust, parallelizable and they have particularly good tracking properties. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.researchgate.net/profile/Constantin_Papaodysseus/publication/232096700_A_parallelizable_recursive_least_squares_algorithm_for_adaptive_filtering_with_very_good_tracking_properties/links/00463521f9ef965fa4000000.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Adaptive filter Algorithm Computational complexity theory Dropping Execution Imprinting (Psychology) Kalman filter Mathematics Opa Photocopier Primary source Recursion (computer science) Recursive least squares filter Restless Legs Syndrome Scientific Publication Window function contents - HtmlLinkType |
| Content Type | Text |
| Resource Type | Article |
