A Second Order Recursive Algorithm for Adaptive Signal Processing

	This Article
	Subscribers, please Login Purchase article: $19 PDF IEEE Xplore Subscribers RSS feed
	Share
	Email this Article to a friend
	Bibliographic References
	ASCII Text BibTex RefWorks Procite/RefMan
	Add to:
	Digg Furl Spurl Blink Simpy Google Del.icio.us Y!MyWeb
	Search
	Similar Articles Articles by A. Andersson Articles by H. Broman

29th Asilomar Conference on Signals, Systems and Computers (2-Volume Set)

Pacific Grove, CA

October 30-November 02

ISBN: 0-8186-7370-2

	ASCII Text	x
	A. Andersson, H. Broman, "A Second Order Recursive Algorithm for Adaptive Signal Processing," Asilomar Conference on Signals, Systems and Computers, pp. 676, 29th Asilomar Conference on Signals, Systems and Computers (2-Volume Set), 1995.

	BibTex	x
	@article{ 10.1109/ACSSC.1995.540635, author = {A. Andersson and H. Broman}, title = {A Second Order Recursive Algorithm for Adaptive Signal Processing}, journal ={Asilomar Conference on Signals, Systems and Computers}, volume = {0}, year = {1995}, issn = {1058-6393}, pages = {676}, doi = {http://doi.ieeecomputersociety.org/10.1109/ACSSC.1995.540635}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }

	RefWorks Procite/RefMan/Endnote	x
	TY - CONF JO - Asilomar Conference on Signals, Systems and Computers TI - A Second Order Recursive Algorithm for Adaptive Signal Processing SN - 1058-6393 SP EP A1 - A. Andersson, A1 - H. Broman, PY - 1995 KW - Adaptive algorithms KW - Recursive algorithms KW - Time-varying Systems KW - Parameter estimation KW - Subspace Tracking. VL - 0 JA - Asilomar Conference on Signals, Systems and Computers ER -

A. Andersson, Department of Applied Electronics, Chalmers University of Technology aake@ae.chalmers.se

H. Broman, Department of Applied Electronics, Chalmers University of Technology aake@ae.chalmers.se

DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ACSSC.1995.540635

A second order recursive algorithm is proposed for adaptive signal processing. The algorithm is derived and analyzed for the ARX case and it encompasses both the RLS and the LMS algorithms as special cases. The algorithm can be extended to instrumental variables (IV) and prediction error (PE) like algorithms. Furthermore, a similar algorithm is derived for signal subspace tracking. The computational complexity is the same as for the RLS algorithm, but some extra memory storage is required. Furthermore, it is demonstrated that the proposed algorithm has a higher ability to track time-varying signals than has the RLS algorithm. The proposed algorithm especially handles those situations well where there is a simultaneous system change and decrease of signal power.

Index Terms:

Adaptive algorithms, Recursive algorithms, Time-varying Systems, Parameter estimation, Subspace Tracking.

Citation:

A. Andersson, H. Broman, "A Second Order Recursive Algorithm for Adaptive Signal Processing," asilomar, pp.676, 29th Asilomar Conference on Signals, Systems and Computers (2-Volume Set), 1995

Peer Review Notice | Give Us Feedback

Usage of this product signifies your acceptance of the Terms of Use.