By Topic

An alternative criterion for regularization in Recursive Least-Squares problems

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
$31 $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

3 Author(s)
Tsakiris, M.C. ; Dept. of Electron. Syst., Univ. of Sao Paulo, Sao Paulo, Brazil ; Lopes, C.G. ; Naylor, P.A.

We motivate and propose an alternative criterion for the dynamical control of regularization in the context of the standard RLS algorithm. The proposed criterion explores the fact that in finite precision the numerical solution of a regularized linear system of equations may be closer to the analytical (unknown) solution of the original (unregularized) system than the numerical solution of the latter. We develop a measure of accuracy for such solutions and use it to automatically adjust the regularization parameter via a simple feedback mechanism. In order to keep computational complexity low, regularization is implemented indirectly via dithering of the input signal. Simulations show that the proposed criterion can effectively react, and compensate for large condition numbers, the precision available and unnecessarily large levels of regularization.

Published in:

Wireless Communication Systems (ISWCS), 2010 7th International Symposium on

Date of Conference:

19-22 Sept. 2010