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A Nonquadratic Algorithm Based on the Extended Recursive Least-Squares Algorithm

In adaptiveg filters, several recursive algorithms have been used to track state-space model vectors in nonstationary environments. So far, kernel recursive algorithms showed the best results in this regard. With this letter, we aim to propose an algorithm based on a nonlinear function of the error,...

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Published in:	IEEE signal processing letters 2018-10, Vol.25 (10), p.1535-1539
Main Authors:	Amaral, Luis Fernando Coelho, Lopes, Marcus Vinicius, Barros, Allan Kardec
Format:	Article
Language:	English
Subjects:	Algorithms Autoregressive processes Computer simulation Extended recursive least-squares (EX-RLS) algorithm Kernel Least squares Mathematical analysis Mathematical model nonquadratic function Nonstationary environments Prediction algorithms Rayleigh channels Recursive algorithms recursive filter adaptive Signal processing algorithms State space models State vectors Stochastic processes System identification Tracking tracking performance Vectors (mathematics)
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creator	Amaral, Luis Fernando Coelho Lopes, Marcus Vinicius Barros, Allan Kardec
description	In adaptiveg filters, several recursive algorithms have been used to track state-space model vectors in nonstationary environments. So far, kernel recursive algorithms showed the best results in this regard. With this letter, we aim to propose an algorithm based on a nonlinear function of the error, motivated by the extended recursive least-squares algorithm. Simulations were performed on the problem of tracking a nonlinear Rayleigh fading multipath channel and on a system identification. The results showed that the proposed algorithm can overcome the extended kernel version ones.
doi_str_mv	10.1109/LSP.2018.2864609
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subjects	Algorithms Autoregressive processes Computer simulation Extended recursive least-squares (EX-RLS) algorithm Kernel Least squares Mathematical analysis Mathematical model nonquadratic function Nonstationary environments Prediction algorithms Rayleigh channels Recursive algorithms recursive filter adaptive Signal processing algorithms State space models State vectors Stochastic processes System identification Tracking tracking performance Vectors (mathematics)
title	A Nonquadratic Algorithm Based on the Extended Recursive Least-Squares Algorithm
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