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
相关论文
共 50 条
  • [41] Gradient based variable forgetting factor nonlinear RLS algorithm using correlation function with nonzero lags
    Leung, SH
    So, CF
    2002 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I-IV, PROCEEDINGS, 2002, : 1381 - 1384
  • [42] CORRELATION-FUNCTION OF OUTPUT SIGNAL OF A SYSTEM WITH POSSIBLE FAULT AND STATIONARY INPUT
    SKLYAREVICH, AN
    AUTOMATION AND REMOTE CONTROL, 1973, 34 (03) : 360 - 365
  • [43] CLIPPING LOSS IN CORRELATION DETECTORS FOR ARBITRARY INPUT SIGNAL-TO-NOISE RATIOS
    CHENG, MC
    IEEE TRANSACTIONS ON INFORMATION THEORY, 1968, 14 (03) : 382 - +
  • [44] ATM SWITCH ARCHITECTURES WITH INPUT OUTPUT-BUFFERING - EFFECT OF INPUT TRAFFIC CORRELATION, CONTENTION RESOLUTION POLICIES, BUFFER ALLOCATION STRATEGIES AND DELAY IN BACKPRESSURE SIGNAL
    BADRAN, HF
    MOUFTAH, HT
    COMPUTER NETWORKS AND ISDN SYSTEMS, 1994, 26 (09): : 1187 - 1213
  • [45] Wide Voltage Input Receiver with Hysteresis Characteristic to Reduce Input Signal Noise Effect
    Biswas, Amab Kumar
    ETRI JOURNAL, 2013, 35 (05) : 797 - 807
  • [46] White Light Interference Signal Demodulation Algorithm Based on Correlation
    Zhang Zhen-qing
    Dong Li-juan
    Sun Yong
    SPECTROSCOPY AND SPECTRAL ANALYSIS, 2023, 43 (06) : 1941 - 1946
  • [47] Improved Algorithm for Correlation Dimension in Vibration Signal Fault Diagnosis
    Du, Biqiang
    Tang, Guiji
    Shi, Junjie
    2011 ASIA-PACIFIC POWER AND ENERGY ENGINEERING CONFERENCE (APPEEC), 2011,
  • [48] A Signal De-noising Algorithm Based on Correlation Techniques
    Li Xingye
    Ma Linlin
    Ma Yi
    2007 AUSTRALASIANTELECOMMUNICATION NETWORKS AND APPLICATIONS CONFERENCE, 2007, : 371 - +
  • [49] A Detection Algorithm for the BOC Signal Based on Quadrature Channel Correlation
    Qian, Bo
    Zheng, Guolei
    Feng, Yongxin
    JOURNAL OF ELECTRICAL AND COMPUTER ENGINEERING, 2018, 2018
  • [50] A Method of Phase Estimation for Sinusoid Signal Based on Correlation Algorithm
    Chang Xiaoming
    Zhang Xiaolin
    Zhang Qiang
    INTERNATIONAL CONFERENCE ON SPACE INFORMATION TECHNOLOGY 2009, 2010, 7651
12345