SELFPERTURBING RECURSIVE LEAST-SQUARES ALGORITHM WITH FAST TRACKING CAPABILITY

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A novel recursive least squares (RLS) type algorithm with a selfperturbing action is devised. The algorithm possesses a fast tracking capability in itself because its adaptation gain is automatically revitalised through perturbation of the covariance update dynamics by the filter output error square when it encounters sudden parameter changes. Furthermore, the algorithm converges to the true parameter values in stationary environments.
Publisher
IEE-INST ELEC ENG
Issue Date
1992-03
Language
English
Article Type
Article
Citation

ELECTRONICS LETTERS, v.28, no.6, pp.558 - 559

ISSN
0013-5194
URI
http://hdl.handle.net/10203/64648
Appears in Collection
EE-Journal Papers(저널논문)
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