Open AccessA Least Squares Approach to Escalator Algorithms for Adaptive Filtering
Author(s) -
Kim Namyong
Publication year - 2006
Publication title -
etri journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.295
H-Index - 46
eISSN - 2233-7326
pISSN - 1225-6463
DOI - 10.4218/etrij.06.0105.0054
Subject(s) - orthogonalization , algorithm , convergence (economics) , adaptive filter , least squares function approximation , recursive least squares filter , computer science , mathematics , statistics , estimator , economics , economic growth
In this paper, we introduce an escalator (ESC) algorithm based on the least squares (LS) criterion. The proposed algorithm is relatively insensitive to the eigenvalue spread ratio (ESR) of an input signal and has a faster convergence speed than the conventional ESC algorithms. This algorithm exploits the fast adaptation ability of least squares methods and the orthogonalization property of the ESC structure. From the simulation results, the proposed algorithm shows superior convergence performance.