A fast least-squares algorithm for linearly constrained adaptive filtering

被引:81
|
作者
Resende, LS [1 ]
Romano, JMT [1 ]
Bellanger, MG [1 ]
机构
[1] CONSERVATOIRE NATL ARTS & METIERS,LAB ELECT & COMMUN,PARIS,FRANCE
关键词
D O I
10.1109/78.502329
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
An extension of the field of fast least-squares techniques is presented. It is shown that the adaptation gain, which is updated with a number of operations proportional to the number of transversal filter coefficients, can be used to update the coefficients of a linearly constrained adaptive filter. An algorithm that is robust to round-off errors is derived. It is general and flexible. It can handle multiple constraints and multichannel signals. Its performance is illustrated by simulations and compared with the classical LMS-based Frost algorithm.
引用
收藏
页码:1168 / 1174
页数:7
相关论文
共 50 条
  • [31] A fast least-squares algorithm for population inference
    R Mitchell Parry
    May D Wang
    [J]. BMC Bioinformatics, 14
  • [32] A fast least-squares algorithm for population inference
    Parry, R. Mitchell
    Wang, May D.
    [J]. BMC BIOINFORMATICS, 2013, 14
  • [33] A Fast Robust Recursive Least-Squares Algorithm
    Rey Vega, Leonardo
    Rey, Hernan
    Benesty, Jacob
    Tressens, Sara
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2009, 57 (03) : 1209 - 1216
  • [34] ON THE DUALITY BETWEEN FAST QR METHODS AND LATTICE METHODS IN LEAST-SQUARES ADAPTIVE FILTERING
    REGALIA, PA
    BELLANGER, MG
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1991, 39 (04) : 879 - 891
  • [35] Adaptive Robust Least-Squares Smoothing Algorithm
    Lin, Xu
    Liang, Xiong
    Li, Wei
    Chen, Changxin
    Cheng, Lin
    Wang, Hongyue
    Zhang, Qingqing
    [J]. IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2022, 71
  • [36] Constrained Total Least-Squares Algorithm for Hyperbolic Location
    Yang, Kai
    An, Jianping
    Bu, Xiangyuan
    Xu, Zhan
    [J]. IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2008, E91A (12) : 3824 - 3827
  • [37] STATIONARY-POINTS OF THE RECURSIVE GENERALIZED LEAST-SQUARES ALGORITHM FOR ADAPTIVE NOTCH FILTERING
    DRAGOSEVIC, MV
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1993, 41 (04) : 1672 - 1675
  • [38] Robust Bounding Ellipsoidal Adaptive Constrained least-squares algorithm and its performance analysis
    Zhang, Sheng
    Zhang, Jiashu
    [J]. DIGITAL SIGNAL PROCESSING, 2016, 51 : 124 - 132
  • [39] A New Noise-Constrained Normalized Least Mean Squares Adaptive Filtering Algorithm
    Chan, S. C.
    Zhang, Z. G.
    Zhou, Y.
    Hu, Y.
    [J]. 2008 IEEE ASIA PACIFIC CONFERENCE ON CIRCUITS AND SYSTEMS (APCCAS 2008), VOLS 1-4, 2008, : 197 - +
  • [40] FILTERING IN METHOD OF LEAST-SQUARES
    DIAMOND, R
    [J]. ACTA CRYSTALLOGRAPHICA SECTION B-STRUCTURAL CRYSTALLOGRAPHY AND CRYSTAL CHEMISTRY, 1969, B 25 : 805 - &