ON THE EFFECT OF INPUT SIGNAL CORRELATION ON WEIGHT MISADJUSTMENT IN THE RLS ALGORITHM

被引：12
|
作者：
ADALI, T [1 ]
ARDALAN, SH [1 ]
机构：
[1] XCAD CORP,CARY,NC 27511
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1995年 / 43卷 / 04期
关键词：
D O I：
10.1109/78.376851
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
New expressions are derived for the mean weight misadjustment in the recursive least squares (RLS) algorithm for first-order Markov channel estimation. The expressions derived are general in that they take into account the correlation in the input. It is shown that the additive system noise is amplified by a correlation amplification factor that is defined as a function of the input autocorrelation matrix eigenvalues. However, input correlation has almost no effect on the misadjustment due to time-varying system weights. These results are checked by simulations demonstrating excellent agreement with the theory.
引用
收藏
页码：988 / 991
页数：4
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