Recursive least absolute error algorithm: Analysis and simulations

作     者：Koike, S 

作者机构：NEC Corp Ltd Tokyo 1088001 Japan 

出 版 物：《IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES》 (电子信息通信学会汇刊：电子学、通信及计算机科学基础)

年 卷 期：2002年第E85A卷第12期

页      面：2886-2893页

核心收录：

学科分类：0808[工学-电气工程] 0809[工学-电子科学与技术（可授工学、理学学位）] 08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：RLS algorithm sign algorithm transient analysis steady-state performance impulse noise 

摘      要：Recursive least absolute (RLA) error algorithm is derived which is basically the sign algorithm (SA) combined with recursive estimation of the inverse covariance matrix of the reference input. The name RLA comes from the absolute error criterion. Analysis of the transient behavior and steady-state performance of the RLA algorithm is fully developed. Results of experiment show that the RLA algorithm considerably improves the convergence rate of the SA while preserving the robustness against impulse noise. Good agreement between the simulation and the theoretically calculated convergence validates the analysis.