Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)
- 1991.11a
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- Pages.374-377
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- 1991
Fast Recursive Least Squares Algolithm with Improved Robustness
강인성이 보강된 고속순환 최소자승 알고리즘
- Kim, Eui-Jun (Department of Electrical Engineering, Soong Sil University) ;
- Koh, Seok-Yong (Department of Electrical Engineering, Soong Sil University) ;
- Jung, Yang-Woong (Department of Electrical Engineering, Soong Sil University) ;
- Jung, Chan-Soo (Department of Electrical Engineering, Soong Sil University)
- Published : 1991.11.22
Abstract
In this paper, it is proposed to improve the robustness of the Fast Recursive Least Squares(FRLS) algolithms with the exponential weighting, which is an important class of algolithms for adaptive filtering. It is well known that the FRLS algolithm is numerically unstable with exponential weighting factor
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