Regularization of the RLS Algorithm

被引:18
作者
Benesty, Jacob [1 ]
Paleologu, Constantin [2 ]
Ciochina, Silvia [2 ]
机构
[1] Univ Quebec, INRS EMT, Montreal, PQ H5A 1K6, Canada
[2] Univ Politehn Bucuresti, Bucharest, Romania
关键词
echo cancellation; adaptive filters; regularization; recursive least-squares (RLS) algorithm;
D O I
10.1587/transfun.E94.A.1628
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Regularization plays a fundamental role in adaptive filtering. There are, very likely, many different ways to regularize an adaptive filter. In this letter, we propose one possible way to do it based on a condition that makes intuitively sense. From this condition, we show how to regularize the recursive least-squares (RLS) algorithm.
引用
收藏
页码:1628 / 1629
页数:2
相关论文
共 6 条
[1]  
[Anonymous], G168 ITUT
[2]  
Benesty Jacob, 2001, Advances in Network and Acoustic Echo Cancellation
[3]  
Hansen P C., 1998, Rank-Deficient and Ill-Posed Problems
[4]  
Haykin SS., 2002, ADAPTIVE FILTER THEO, V4
[5]  
Paleologu C., 2010, Sparse Adaptive Filters for Echo Cancellation
[6]  
Sayed A. H., 2003, Fundamentals of Adaptive Filtering