The generalized sliding window recursive least-square (GSW RLS)

Maouche, Karim;Slock, Dirk T M
IWAENC 1995, 4th International Workshop on Acoustic Echo and Noise Control, June 21-23, 1995, Roros, Norway

In this paper, we derive a new RLS algorithm: the Generalized Sliding Window RLS (GSW RLS) algorithm that has a better tracking ability than the SWC RLS algorithm. This algorithm uses a generalized window which consists of an exponential window for the L 0 most recent data and the same but attenuated exponential window for the rest of the data. We give a theoritical proof that the use of this window leads to a better compromise between the Excess Mean Squared Errors due to estimation noise and lag noise. Furthermore, after providing a fast version of the GSW RLS algorithm, namely the GSW FTF algorithm, we apply the Subsampled-Upadating technique to derive the FSU GSW FTF algorithm, a doubly-fast version of the GSW RLS algorithm.


Type:
Conférence
City:
Roros
Date:
1995-06-21
Department:
Systèmes de Communication
Eurecom Ref:
24
Copyright:
© EURASIP. Personal use of this material is permitted. The definitive version of this paper was published in IWAENC 1995, 4th International Workshop on Acoustic Echo and Noise Control, June 21-23, 1995, Roros, Norway and is available at :

PERMALINK : https://www.eurecom.fr/publication/24