The Journal of the Acoustical Society of Korea

The Acoustical Society of Korea (한국음향학회)
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Partitioned Recursive Least Square Algorithm

Partitioned RLS에 관한 연구

  • Lim, Jun-Seok (Department of Electronics Engineering, Sejong University) ;
  • Choi, Seok-Rim (Department of Electronics Engineering, Sejong University)
  • Published : 2004.12.01
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Abstract

In this Paper, we propose an algorithm called partitioned recursive least square (PRLS) that involves a procedure that partitions a large data matrix into small matrices, applies RLS scheme in each of the small sub matrices and assembles the whole size estimation vector by concatenation of the sub-vectors from RLS output of sub matrices. Thus, the algorithm should be less complex than the conventional RLS and maintain an almost compatible estimation performance.

Keywords

References

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