A stable least square algorithm based on predictors and its application to fast Newton transversal filters

A stable least square algorithm based on predictors and its application to fast Newton transversal filters

フォーマット:

論文

責任表示:

Wang, Youhua ; Nakayama, Kenji

言語:

英語

出版情報:

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences = 電子情報通信学会, 1995-08-01

著者名:

掲載情報:

IEICE transactions on fundamentals of electronics, communications and computer

ISSN:

0916-8508

巻:

E78-A

通号:

8

開始ページ:

999

終了ページ:

1003

バージョン:

publisher

概要:

金沢大学理工研究域　電子情報学系<br />In this letter, we introduce a predictor based least square (PLS) algorithm. By involving both order- and time-update recursions, the PLS algorithm is found to have a more stable performance compared with the sta … ble version (Version II) of the RLS algorithm shown in Ref. [1]. Nevertheless, the computational requirement is about 50% of that of the RLS algorithm. As an application, the PLS algorithm can be applied to the fast newton transversal filters (FNTF) [2]. The FNTF algorithms suffer from the numerical instability problem if the quantities used for extending the gain vector are computed by using the fast RLS algorithms. By combing the PLS and the FNTF algorithms, we obtain a much more stable performance and a simple algorithm formulation. 続きを見る

URL:

http://hdl.handle.net/2297/18369

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詳細

受理日:	1995-08-01

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