Performance analysis of deficient-length RLS and EDS algorithms

Bei Xie; Tamal Bose; Zhongkai Zhang

doi:10.1109/DSP.2009.4785906

Performance analysis of deficient-length RLS and EDS algorithms

Bei Xie, Tamal Bose, Zhongkai Zhang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 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 language	English (US)
Title of host publication	2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings
Pages	115-120
Number of pages	6
DOIs	https://doi.org/10.1109/DSP.2009.4785906
State	Published - 2009
Externally published	Yes
Event	2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009 - Marco Island, FL, United States Duration: Jan 4 2009 → Jan 7 2009

Publication series

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

Other

Other	2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009
Country/Territory	United States
City	Marco Island, FL
Period	1/4/09 → 1/7/09

Keywords

Adaptive filtering
Convergence
EDS
RLS

ASJC Scopus subject areas

Computer Networks and Communications
Signal Processing
Electrical and Electronic Engineering

Access to Document

10.1109/DSP.2009.4785906

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). Article 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

Performance analysis of deficient-length RLS and EDS algorithms. / Xie, Bei; Bose, Tamal; Zhang, Zhongkai.
2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings. 2009. p. 115-120 4785906 (2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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., 4785906, 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings, pp. 115-120, 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Marco Island, FL, United States, 1/4/09. https://doi.org/10.1109/DSP.2009.4785906

Xie B, Bose T, Zhang Z. 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. 2009. p. 115-120. 4785906. (2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings). doi: 10.1109/DSP.2009.4785906

Xie, Bei ; Bose, Tamal ; Zhang, Zhongkai. / Performance analysis of deficient-length RLS and EDS algorithms. 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings. 2009. pp. 115-120 (2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, DSP/SPE 2009, Proceedings).

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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.",

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AB - 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.

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Performance analysis of deficient-length RLS and EDS algorithms

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Keywords

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