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http://dx.doi.org/10.7840/kics.2016.41.9.1141

Low Complexity Gauss Newton Variable Forgetting Factor RLS for Time Varying System Estimation  

Lim, Jun-Seok (Sejong University Department of Electronic Engineering)
Pyeon, Yong-Guk (GangWon State University Department of Information and Communication)
Publication Information
The Journal of Korean Institute of Communications and Information Sciences / v.41, no.9, 2016 , pp. 1141-1145 More about this Journal
Abstract
In general, a variable forgetting factor is applied to the RLS algorithm for the time-varying parameter estimation in the non-stationary environments. The introduction of a variable forgetting factor to RLS needs heavy additional calculation complexity. We propose a new Gauss Newton variable forgetting factor RLS algorithm which needs small amount of calculation as well as estimates the better parameters in time-varying nonstationary environment. The algorithm performs as good as the conventional Gauss Newton variable forgetting factor RLS and the required additional calculation complexity reduces from $O(N^2)$ to O(N).
Keywords
RLS; Variable forgetting factor; Gauss-Newton;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
연도 인용수 순위
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