A robust recursive least squares algorithm

被引：17
作者：
Chansarkar, MM [1 ]
Desai, UB [1 ]
机构：
[1] INDIAN INST TECHNOL,DEPT ELECT ENGN,BOMBAY 400076,MAHARASHTRA,INDIA
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1997年 / 45卷 / 07期
关键词：
D O I：
10.1109/78.599942
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
A new algorithm is developed, which guarantees the normalized bias in the weight vector due to persistent and bounded data perturbations to be bounded, Robustness analysis for this algorithm has been presented, An approximate recursive implementation is also proposed. It is termed as the robust recursive least squares (RRLS) algorithm since it resembles the RLS: algorithm in its structure and is robust with respect to persistent hounded data perturbation. Simulation results are presented to illustrate the efficacy of the RRLS algorithm.
引用
收藏
页码：1726 / 1735
页数：10
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