Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第31回ISCIE「確率システム理論と応用」国際シンポジウム(1999年11月, 横浜)
Stabilization of the Fast QRD Inverse-Updates Adaptive Filtering Algorithm
Sayaka HoriHideaki Sakai
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2000 年 2000 巻 p. 163-168

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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.
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© 2000 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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