Gradient based variable forgetting factor RLS algorithm

C. F. So, S. C. Ng, S. H. Leung

Research output: Contribution to journalArticlepeer-review

39 Citations (Scopus)

Abstract

An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the dynamic equation of the gradient of mean square error. Compared with other variable forgetting factor algorithms, the new algorithm provides fast tracking and small mean square model error, and its performance will not be degraded much even in low signal-to-noise ratios.

Original languageEnglish
Pages (from-to)1163-1175
Number of pages13
JournalSignal Processing
Volume83
Issue number6
DOIs
Publication statusPublished - Jun 2003

Keywords

  • Adaptive filters
  • RLS algorithm
  • Variable forgetting factor

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