SICE Journal of Control, Measurement, and System Integration
Online ISSN : 1884-9970
Print ISSN : 1882-4889
ISSN-L : 1882-4889
CONTRIBUTED PAPERS
A Practical Form of Exponentially-Weighted H Adaptive Filters
Hidenori MATSUZAKI
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2014 Volume 7 Issue 4 Pages 219-226

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Abstract

This paper examines the problem of exponentially-weighted H adaptive filtering and shows that its suboptimal solution reduces to a recursive algorithm which is slightly different from the RLS algorithm. Based on this similarity, its fast array form is immediately obtained by following the derivation of the fast RLS array algorithm. Also a theoretical expression for its steady-state mean-square error is provided. Several numerical examples indicate that the exponentially-weighted H filter can achieve a proper balance between H and H2 (least squares) filtering criteria.

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© 2014 The Society of Instrument and Control Engineers
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