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Adaptive System Identification Using an Efficient Recursive Total Least Squares Algorithm  

Choi, Nakjin (School of Electrical Engineering, Seoul National University)
Lim, Jun-Seok (Department of Electronics Engineering, Sejong University)
Song, Joon-Il (School of Electrical Engineering, Seoul National University)
Sung, Koeng-Mo (School of Electrical Engineering, Seoul National University)
Publication Information
The Journal of the Acoustical Society of Korea / v.22, no.3E, 2003 , pp. 93-100 More about this Journal
Abstract
We present a recursive total least squares (RTLS) algorithm for adaptive system identification. So far, recursive least squares (RLS) has been successfully applied in solving adaptive system identification problem. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of O(N²).
Keywords
TLS; Recursive total least squares; System identification;
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