Performance analysis of deficient-length RLS and EDS algorithms

Bei Xie, Tamal Bose, Zhongkai Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

In practice, the length of the impulse response of the system to be identified is unknown and often infinite. When the system is modeled as an FIR filter, the length is usually shorter, and hence the name deficient-length filter. The learning rate, mean square error, and other properties of a deficient-length adaptive filter are different from that of a filter that is of sufficient length. In this paper, mean square error and convergence in the mean are analyzed for least square type deficient-length adaptive filters. In particular, we analyze Recursive Least Square (RLS) and Euclidean Direction Search (EDS) algorithms with deficient-length filters, and derive some mathematical properties. Simulation results agree with the theoretical analyses.

Original languageEnglish (US)
Title of host publication2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings
Pages115-120
Number of pages6
DOIs
StatePublished - Apr 8 2009
Externally publishedYes
Event2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009 - Marco Island, FL, United States
Duration: Jan 4 2009Jan 7 2009

Publication series

Name2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings

Other

Other2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009
CountryUnited States
CityMarco Island, FL
Period1/4/091/7/09

Keywords

  • Adaptive filtering
  • Convergence
  • EDS
  • RLS

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Signal Processing
  • Electrical and Electronic Engineering

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  • Cite this

    Xie, B., Bose, T., & Zhang, Z. (2009). Performance analysis of deficient-length RLS and EDS algorithms. In 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings (pp. 115-120). [4785906] (2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings). https://doi.org/10.1109/DSP.2009.4785906