FAST RESIDUAL COMPUTATION FOR SLIDING WINDOW RECURSIVE LEAST-SQUARES METHODS

被引：8

作者：

YOO, K ^{[1
]}

PARK, H ^{[1
]}

机构：

[1] UNIV MINNESOTA,DEPT COMP SCI,MINNEAPOLIS,MN 55455

来源：

SIGNAL PROCESSING | 1995年 / 45卷 / 01期

关键词：

RECURSIVE LEAST SQUARES; EXPONENTIAL WINDOW METHOD; SLIDING WINDOW METHOD; FAST RESIDUAL COMPUTATION; LINPACK DOWNDATING ALGORITHM; HYPERBOLIC ROTATION; STABILIZED HYPERBOLIC ROTATION;

D O I：

10.1016/0165-1684(95)00043-D

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 new algorithm which directly computes a component of the residual vector without finding the weight (solution) vector is introduced for the recursive least squares (RLS) problem with sliding window method using the QR decomposition. This algorithm uses stabilized hyperbolic rotations for downdating. An algorithm associated with the LINPACK downdating scheme is also presented for comparison. The algorithm based on stabilized hyperbolic rotations is faster than the one based on LINPACK downdating algorithm and achieves at least the same accuracy as the LINPACK algorithm, Moreover, the same systolic array for exponential window method can be used for sliding window method when the downdating is done with stabilized hyperbolic rotations.

引用

页码：85 / 95

页数：11

共 50 条

[1] SLIDING WINDOW ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS
ZHAO, K
LING, FY
LEVARI, H
PROAKIS, JG
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (08) : 1961 - 1972
[2] THE GENERALIZED SLIDING-WINDOW RECURSIVE LEAST-SQUARES LATTICE FILTER
Spinelli, Hugo M.
Merched, Ricardo
[J]. 2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2013, : 5730 - 5734
[3] 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
[4] A New Formalism of the Sliding Window Recursive Least Squares Algorithm and Its Fast Version
Nishiyama, Kiyoshi
[J]. IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2011, E94A (06) : 1394 - 1400
[5] Sparse Sliding-Window Kernel Recursive Least-Squares Channel Prediction for Fast Time-Varying MIMO Systems
Ai, Xingxing
Zhao, Jiayi
Zhang, Hongtao
Sun, Yong
[J]. SENSORS, 2022, 22 (16)
[6] On the recursive total least-squares
Pham, C
Ogunfunmi, T
[J]. 1997 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I - V: VOL I: PLENARY, EXPERT SUMMARIES, SPECIAL, AUDIO, UNDERWATER ACOUSTICS, VLSI; VOL II: SPEECH PROCESSING; VOL III: SPEECH PROCESSING, DIGITAL SIGNAL PROCESSING; VOL IV: MULTIDIMENSIONAL SIGNAL PROCESSING, NEURAL NETWORKS - VOL V: STATISTICAL SIGNAL AND ARRAY PROCESSING, APPLICATIONS, 1997, : 1989 - 1992
[7] Window optimization issues in recursive least-squares adaptive filtering and tracking
Sadiki, T
Triki, M
Slock, DTM
[J]. CONFERENCE RECORD OF THE THIRTY-EIGHTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS, VOLS 1 AND 2, 2004, : 940 - 944
[8] REGULARIZED FAST RECURSIVE LEAST-SQUARES ALGORITHMS FOR ADAPTIVE FILTERING
HOUACINE, A
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1991, 39 (04) : 860 - 871
[9] NUMERICAL DIVERGENCE OF FAST RECURSIVE LEAST-SQUARES TRANSVERSAL FILTERS
BOTTO, JL
[J]. RAIRO-AUTOMATIQUE-PRODUCTIQUE INFORMATIQUE INDUSTRIELLE-AUTOMATIC CONTROL PRODUCTION SYSTEMS, 1988, 22 (03): : 231 - 254
[10] SELFPERTURBING RECURSIVE LEAST-SQUARES ALGORITHM WITH FAST TRACKING CAPABILITY
PARK, DJ
JUN, BE
[J]. ELECTRONICS LETTERS, 1992, 28 (06) : 558 - 559

← 1 2 3 4 5 →