Fast RLS Algorithms Running On Roughly Quantized Signals
نویسنده
چکیده
A framework for obtaining fast RLS algorithms which use a roughly quantized auxiliary input signal for eeciently updating the required adaptation gain vector is presented. The new adaptation procedure is very similar to the conventional fast RLS adaptation. Analytically, it is shown that the lter weights are found by solving almost the same normal equations corresponding to the RLS case. Obtained results are in good agreement with those of the fast RLS algorithms with a signiicant reduction in the number of multiplications.
منابع مشابه
A Novel Qualitative State Observer
The state estimation of a quantized system (Q.S.) is a challenging problem for designing feedback control and model-based fault diagnosis algorithms. The core of a Q.S. is a continuous variable system whose inputs and outputs are represented by their corresponding quantized values. This paper concerns with state estimation of a Q.S. by a qualitative observer. The presented observer in this pape...
متن کاملAlgorithms and Architectures for Split Recursive Least Squares
In this paper, a new computationally efficient algorithm for recursive least-squares (RLS) filtering is presented. The proposed Split RLS algorithm can perform the approximated RLS with O ( N ) complexity for signals having no special data structure t o be exploited. Our performance analysis shows that the estimation bias will be small when the input data are less correlated. We also show that ...
متن کاملA New Quantized Input RLS, QI-RLS, Algorithm
Several modified RLS algorithms are studied in order to improve the rate of convergence, increase the tracking performance and reduce the computational cost of the regular RLS algorithm. . In this paper a new quantized input RLS, QI-RLS algorithm is introduced. The proposed algorithm is a modification of an existing method, namely, CRLS, and uses a new quantization function for clipping the inp...
متن کاملInfinite Precision Analysis of the Fast QR Decomposition RLS Algorithm
Abatmxct-This work develops relations for the mean squared value of internal variables in the Fast QRD-RLS. The objective is to derive relations based on known characteristics of input signals that predict the behavior of the internal quantities of the algorithm. It is shown that the Fast and Conventional QRD-RLS algorithms have some variables in common, and thus previous results of the infinit...
متن کاملRLS Adaptive Filtering Algorithms Based on Parallel Computations
The paper presents a family of the sliding window RLS adaptive filtering algorithms with the regularization of adaptive filter correlation matrix. The algorithms are developed in forms, fitted to the implementation by means of parallel computations. The family includes RLS and fast RLS algorithms based on generalized matrix inversion lemma, fast RLS algorithms based on square root free inverse ...
متن کامل