Stabilization of fast recursive least-squares transversal filters for adaptive filtering
Stabilization of fast recursive least-squares transversal filters for adaptive filtering
复制标题
用于自适应滤波的快速递归最小二乘横向滤波器的稳定性
DOI：
10.1109/icassp.1987.1169711
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发表时间：
1987
期刊：
影响因子：
--
通讯作者：
Jean
中科院分区：
文献类型：
--
作者：
Jean
本文研究了著名的快速横向滤波算法的数值稳定性。指出了两种不同的发散模式，试图从数学上解释每种模式出现的原因。由此介绍了一种独创的稳定方法。它基本上是通过以两种不同的方式计算一些量来在算法中引入冗余。将两个值的差值(由于精度有限而不是零)反馈给算法以进行校正。稳定的算法需要更多的运算，但它在每次迭代的过滤器顺序上始终是线性的。
This paper investigates the numerical stability of the well-known Fast Transversal Filters algorithms. Two different modes of divergence are indicated with an effort to mathematically explain the reason of the appearance of each mode. An original stabilization method is thus introduced. It basically consists in introducing redundancy in the algorithm by computing some quantity in two different ways. The difference of the two values (nonzero because of finite precision) is fed back to the algorithm in order to correct it. The stabilized algorithm requires some more operations but it is always linear in the order of the filter per iteration.