By Topic

A numerically stable fast RLS algorithm for adaptive filtering and prediction based on the UD factorization

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
A. Carini ; TELITAL S.p.A., Trieste, Italy ; E. Mumolo

The use of UD factorization in adaptive RLS algorithms is interesting for its numeric robustness and because no square-root operations at all are involved. We describe a square root free fast RLS algorithm based on the UD factorization of the autocorrelation matrix. Numerous finite precision simulations tend to indicate that this algorithm is numerically stable. The algorithm requires 𝒪(𝒩) operations, where 𝒩 is the linear filter order

Published in:

IEEE Transactions on Signal Processing  (Volume:47 ,  Issue: 8 )