Method for improving RLS algorithms

The recursive least-square （RLS） algorithm has been extensively used in adaptive identification, prediction, filtering, and many other fields. This paper proposes adding a second-difference term to the standard recurrent formula to create a novel method for improving tracing capabilities. Test resul...

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Bibliographic Details
Published in:Journal of marine science and application 2007-09, Vol.6 (3), p.68-70
Main Authors: Li, Tian-shu, Tian, Kai, Li, Wen-xiu
Format: Article
Language:English
Subjects:
Adaptive algorithms
Algorithms
Convergence
Filtering
Filtration
Least squares method
Marine
Recursive
船舶工程
计算公式
计算方法
计算机技术
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Summary:The recursive least-square （RLS） algorithm has been extensively used in adaptive identification, prediction, filtering, and many other fields. This paper proposes adding a second-difference term to the standard recurrent formula to create a novel method for improving tracing capabilities. Test results show that this can greatly improve the convergence capability of RLS algorithms.
ISSN:1671-9433
1993-5048
DOI:10.1007/s11804-007-5077-x