Stabilization of the Fast QRD Inverse-Updates Adaptive Filtering Algorithm

Abstract

In this paper, a stabilization method for the fast QRD inverse-updates adaptive filtering algorithm by leakage is proposed and its stability analysis is presented using the averaging principle. It is shown that the proposed algorithm is stable if the variance of the one-step ahead linear predictor of the input signal is smaller than that of the prediction error with the forgetting factor and the leakage factor sufficiently close to 1.