Title
A Robust Variable Forgetting Factor Recursive Least-Squares Algorithm For System Identification
Abstract
The performance of the recursive least-squares (RI,S) algorithm is governed by the forgetting factor. This parameter leads to a compromise between 1) the tracking capabilities and 2) the misadjustment and stability. In this letter, a variable forgetting factor RLS (VFF-RLS) algorithm is proposed for system identification. In general, the output of the unknown system is corrupted by a noise-like signal. This signal should be recovered in the error signal of the adaptive filter after this one converges to the true solution. This condition is used to control the value of the forgetting factor. The simulation results indicate the good performance and the robustness of the proposed algorithm.
Year
DOI
Venue
2008
10.1109/LSP.2008.2001559
IEEE SIGNAL PROCESSING LETTERS
Keywords
Field
DocType
Adaptive filtering, echo cancellation, recursive least-squares (RLS)
Convergence (routing),Least squares,Signal processing,Mathematical optimization,Control theory,Algorithm,Robustness (computer science),Adaptive filter,System identification,Gaussian noise,Mathematics,Recursive least squares filter
Journal
Volume
ISSN
Citations 
15
1070-9908
42
PageRank 
References 
Authors
2.40
4
3
Name
Order
Citations
PageRank
C. Paleologu11699.03
Jacob Benesty21941146.01
S. Ciochina31699.03