• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.4
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• pp.691-698
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• 2003

We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-l, we may compute the updated estimate of this vector at iteration n upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RLS algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the B times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.5
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• pp.177-187
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• 2014

This paper proposes a fast subspace tracking methods, which is called GVFF FAPI, based on FAPI (Fast Approximated Power Iteration) method and GVFF RLS (Gradient-based Variable Forgetting Factor Recursive Lease Squares). Since the conventional FAPI uses a constant forgetting factor for estimating covariance matrix of source signals, it has difficulty in applying to non-stationary environments such as continuously changing DOAs of source signals. To overcome the drawback of conventioanl FAPI method, the GVFF FAPI uses the gradient-based variable forgetting factor derived from an improved means square error (MSE) analysis of RLS. In order to achieve the decreased subspace error in non-stationary environments, the GVFF-FAPI algorithm used an improved forgetting factor updating equation that can produce a fast decreasing forgetting factor when the gradient is positive and a slowly increasing forgetting factor when the gradient is negative. Our numerical simulations show that GVFF-FAPI algorithm offers lower subspace error and RMSE (Root Mean Square Error) of tracked DOAs of source signals than conventional FAPI based MUSIC (MUltiple SIgnal Classification).

• Journal of the Korea Institute of Information Security & Cryptology
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• v.9 no.4
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• pp.11-22
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• 1999

Least-mean-square(LMS) adaptive filters have proven to be extremely useful in a number of signal processing tasks. However LMS adaptive filter suffer from a slow rate of convergence for a given steady-state mean square error as compared to the behavior of recursive least squares adaptive filter. In this paper an efficient signal interference control technique is introduced to improve the convergence speed of LMS algorithm with tap weighted vectors updating which were controled by reusing data which was abandoned data in the Adaptive transversal filter in the scheme with data recycling buffers. The computer simulation show that the character of convergence and the value of MSE of proposed algorithm are faster and lower than the existing LMS according to increasing the step-size parameter $\mu$ in the experimentally computed. learning curve. Also we find that convergence speed of proposed algorithm is increased by (B+1) time proportional to B which B is the number of recycled data buffer without complexity of computation. Adaptive transversal filter with proposed data recycling buffer algorithm could efficiently reject ISI of channel and increase speed of convergence in avoidance burden of computational complexity in reality when it was experimented having the same condition of LMS algorithm.