Paper Abstract and Keywords |
Presentation |
2005-01-21 10:25
Characteristics of a leaky RLS filter and its application Eisuke Horita (Kanazawa Univ.) |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
In recent years, it has been reported that a leaky RLS (LRLS) algorithm gives
more accurate estimation parameters than an RLS algorithm in applications
dealing
with system identification where the noise in the data matrix A is much
smaller than the input signal to an unknown system and the noise in the
observation vector b is large for b to be far from the column
space of A. In this report, we express an interpretation about it from
a stochastic standpoint, and a simple LRLS filter by using a Taylor series.
In addition, we introduce some useful applications of the LRLS filter. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
adaptive filter / LS / TLS / ridge regression / noise canceller / / / |
Reference Info. |
IEICE Tech. Rep., vol. 104, no. 559, SIP2004-113, pp. 19-23, Jan. 2005. |
Paper # |
SIP2004-113 |
Date of Issue |
2005-01-14 (SIP) |
ISSN |
Print edition: ISSN 0913-5685 |
Download PDF |
|
Conference Information |
Committee |
SIP |
Conference Date |
2005-01-20 - 2005-01-21 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Nagoya Institute of Technology |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Signal Processing, etc. |
Paper Information |
Registration To |
SIP |
Conference Code |
2005-01-SIP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Characteristics of a leaky RLS filter and its application |
Sub Title (in English) |
|
Keyword(1) |
adaptive filter |
Keyword(2) |
LS |
Keyword(3) |
TLS |
Keyword(4) |
ridge regression |
Keyword(5) |
noise canceller |
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1st Author's Name |
Eisuke Horita |
1st Author's Affiliation |
Kanazawa University (Kanazawa Univ.) |
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Speaker |
Author-1 |
Date Time |
2005-01-21 10:25:00 |
Presentation Time |
25 minutes |
Registration for |
SIP |
Paper # |
SIP2004-113 |
Volume (vol) |
vol.104 |
Number (no) |
no.559 |
Page |
pp.19-23 |
#Pages |
5 |
Date of Issue |
2005-01-14 (SIP) |