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Stabilisation of fast QRD inverse-updates adaptive filtering algorithm

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2 Author(s)
Sakai, H. ; Dept. of Syst. Sci., Kyoto Univ., Japan ; Hori, S.

A stabilisation method for the fast QRD inverse-updates adaptive filtering algorithm of Proudler (1994) involving modification by leakage is proposed. A stability analysis of the error propagation of the algorithm is presented using the averaging principle. It is shown that the proposed algorithm is stable if the variance of the one-step-ahead linear predictor of the input signal is less than that of the prediction error, with the forgetting factor and the leakage factor sufficiently close to 1, under additional assumptions on the leakage factor and the linear prediction coefficient

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Vision, Image and Signal Processing, IEE Proceedings -  (Volume:148 ,  Issue: 2 )