A numerically stable fast RLS algorithm for adaptive filtering and prediction based on the UD factorization (Q2723869)
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scientific article; zbMATH DE number 1615186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerically stable fast RLS algorithm for adaptive filtering and prediction based on the UD factorization |
scientific article; zbMATH DE number 1615186 |
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A numerically stable fast RLS algorithm for adaptive filtering and prediction based on the UD factorization (English)
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8 July 2001
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fast RLS algorithms
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adaptive filtering
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UD factorization
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computational complexity
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The paper proposes a fast RLS algorithm for adaptive filtering and prediction. It uses triangular UD factorization of the autocorrelation matrix and this allows to establish a direct link between the a priori forward prediction error and the input signal. The computational complexity of the algorithm is \(O(N)\), where \(N\) is the linear filter order, and extensive experimentation indicates good stability and robustness properties.
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0.7947885394096375
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0.7704136967658997
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0.7646166086196899
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0.7621918320655823
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