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A New Formalism of the Sliding Window Recursive Least Squares Algorithm and Its Fast Version
https://iwate-u.repo.nii.ac.jp/records/10108
https://iwate-u.repo.nii.ac.jp/records/1010844812fba-c124-4791-bbe4-f0feac1ba903
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
ieice-ve94an6p1394-1400.pdf (500.4 kB)
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| Item type | 学術雑誌論文 / Journal Article(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2011-12-15 | |||||||
| タイトル | ||||||||
| タイトル | A New Formalism of the Sliding Window Recursive Least Squares Algorithm and Its Fast Version | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | recursive least squares algorithm | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | sliding window | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | forgetting factor | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | fast algorithm | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | system identification | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | adaptive filter | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | journal article | |||||||
| 著者 |
NISHIYAMA, Kiyoshi
× NISHIYAMA, Kiyoshi
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| 著者(機関) | ||||||||
| 値 | Department of Electrical Engineering and Computer Science, Faculty of Engineering, Iwate University | |||||||
| 登録日 | ||||||||
| 日付 | 2011-12-15 | |||||||
| 書誌情報 |
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences 巻 E94-A, 号 6, p. 1394-1400, 発行日 2011-06-01 |
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| ISSN | ||||||||
| 収録物識別子タイプ | ISSN | |||||||
| 収録物識別子 | 0916-8508 | |||||||
| Abstract | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | A new compact form of the sliding window recursive least squares (SWRLS) algorithm, the I-SWRLS algorithm, is derived using an indefinite matrix. The resultant algorithm has a form similar to that of the traditional recursive least squares (RLS) algorithm, and is more computationally efficient than the conventional SWRLS algorithm including two Riccati equations. Furthermore, a computationally reduced version of the I-SWRLS algorithm is developed utilizing a shift property of the correlation matrix of input data. The resulting fast algorithm reduces the computational complexity from O(N2) to O(N) per iteration when the filter length (tap number) is N, but retains the same tracking performance as the original algorithm. This fast algorithm is much easier to implement than the existing SWC FTF algorithms. | |||||||
| 出版者 | ||||||||
| 出版者 | The Institute of Electronics, Information and Communication Engineers | |||||||
| 権利 | ||||||||
| 権利情報 | copyright©2011 IEICE | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | VoR | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||
