INVESTIGADORES
REY VEGA Leonardo Javier
artículos
Título:
A fast robust recursive least squares algorithm
Autor/es:
LEONARDO REY VEGA; HERNÁN REY; JACOB BENESTY; SARA TRESSENS
Revista:
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Editorial:
IEEE
Referencias:
Lugar: New York; Año: 2009 vol. 57 p. 1209 - 1216
ISSN:
1053-587X
Resumen:
We present a fast robust recursive least-squares (FRRLS) algorithm based on a recently introduced new framework for designing robust adaptive filters. The algorithm is the result of minimizing a cost function subject to a time-dependent constraint on the norm of the filter update. Although the characteristics of the exact solution to this problem are known, there is no closed-form solution in general. However, the approximate solution we propose is very close to the optimal one. We also present some theoretical results regarding the asymptotic behaviour of the algorithm. The FRRLS is then tested in different environments for system identification and acoustic echo cancellation applications.
