Stabilisation of fast QRD inverse-updates adaptive filtering algorithm

被引：0
|
作者：
Sakai, H [1 ]
Hori, S [1 ]
机构：
[1] Kyoto Univ, Grad Sch Informat, Dept Syst Sci, Sakyo Ku, Kyoto 6068501, Japan
来源：
IEE PROCEEDINGS-VISION IMAGE AND SIGNAL PROCESSING | 2001年 / 148卷 / 02期
关键词：
D O I：
10.1049/ip-vis:20010153
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
A stabilisation method for the fast QRD inverse-updates adaptive filtering algorithm (Proudler, 1994) involving modification by leakage is proposed. A stability analysis of error propagation of the algorithm is presented using the averaging principle. It is shown that the proposed algorithm is stable if the variance of the one-step-ahead linear predictor of the input signal is less than that of the prediction error, with the forgetting factor and the leakage factor sufficiently close to 1, under additional assumptions on the leakage factor and the linear prediction coefficient.
引用
收藏
页码：107 / 114
页数：8
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