| Paper Abstract and Keywords |
| Presentation |
2006-03-06 15:05
On a convergence analysis of a leaky RLS filter and an approximate leaky RLS filter
Hiromichi Sakai, Eisuke Horita (Kanazawa Univ.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
In adaptive signal processing, an LRLS algorithm obtained by using a ridge regression is required to set an appropriate positive constant.
An LRLS algorithm is numerically stable and there is a case that the LRLS algorithm gives more accurate estimates than the RLS algorithm. However, a standard LRLS algorithm requires
$O(M^{3})$ computational complexity.
In this report, the convergence characteristic of the LRLS algorithm is theoretically analyzed, and the difference of the LRLS algorithm and an approximate LRLS algorithm is compared by computer simulations. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
adaptive signal processing / LRLS algorithm / ridge regression / / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 105, no. 635, SIP2005-150, pp. 49-54, March 2006. |
| Paper # |
SIP2005-150 |
| Date of Issue |
2006-02-27 (CAS, SIP, CS) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
|
| Conference Information |
| Committee |
CAS SIP CS |
| Conference Date |
2006-03-06 - 2006-03-07 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Univ of Ryukyu |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
Network processors, signal processing for communications, coding theory, etc. |
| Paper Information |
| Registration To |
SIP |
| Conference Code |
2006-03-CAS-SIP-CS |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
On a convergence analysis of a leaky RLS filter and an approximate leaky RLS filter |
| Sub Title (in English) |
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| Keyword(1) |
adaptive signal processing |
| Keyword(2) |
LRLS algorithm |
| Keyword(3) |
ridge regression |
| Keyword(4) |
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| 1st Author's Name |
Hiromichi Sakai |
| 1st Author's Affiliation |
Kanazawa University (Kanazawa Univ.) |
| 2nd Author's Name |
Eisuke Horita |
| 2nd Author's Affiliation |
Kanazawa University (Kanazawa Univ.) |
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| Speaker |
Author-1 |
| Date Time |
2006-03-06 15:05:00 |
| Presentation Time |
25 minutes |
| Registration for |
SIP |
| Paper # |
CAS2005-104, SIP2005-150, CS2005-97 |
| Volume (vol) |
vol.105 |
| Number (no) |
no.633(CAS), no.635(SIP), no.637(CS) |
| Page |
pp.49-54 |
| #Pages |
6 |
| Date of Issue |
2006-02-27 (CAS, SIP, CS) |