Recursive least squares filter

About: Recursive least squares filter is a research topic. Over the lifetime, 8907 publications have been published within this topic receiving 191933 citations.

An asynchronous multiuser CDMA detector based on the Kalman filter

Abstract: We introduce a multiuser receiver based on the Kalman filter, which can be used for joint symbol detection and channel estimation. The proposed algorithm has the advantage of working even when the spreading codes used have a period larger than one symbol interval ("long codes"), unlike adaptive equalizer-type detectors. Simulation results which demonstrate the performance advantage of the proposed receiver over the conventional detector, the minimum mean squared error (MMSE) detector and a recursive least squares (RLS) multiuser detector are presented. A thorough comparison of the MMSE detector and the proposed detector is attempted because the Kalman filter also solves the MMSE parameter estimation problem, and it is concluded that, because the state space model assumed by the Kalman filter fits the code division multiple access (CDMA) system exactly, a multiuser detector based on the Kalman filter must necessarily perform better than a nonrecursive, finite-length MMSE detector. The computational complexity of the detector and its use in channel estimation are also studied.

A Family of Adaptive Filter Algorithms in Noise Cancellation for Speech Enhancement

Abstract: In many application of noise cancellation, the changes in signal characteristics could be quite fast. This requires the utilization of adaptive algorithms, which converge rapidly. Least Mean Squares (LMS) and Normalized Least Mean Squares (NLMS) adaptive filters have been used in a wide range of signal processing application because of its simplicity in computation and implementation. The Recursive Least Squares (RLS) algorithm has established itself as the "ultimate" adaptive filtering algorithm in the sense that it is the adaptive filter exhibiting the best convergence behavior. Unfortunately, practical implementations of the algorithm are often associated with high computational complexity and/or poor numerical properties. Recently adaptive filtering was presented, have a nice tradeoff between complexity and the convergence speed. This paper describes a new approach for noise cancellation in speech enhancement using the two new adaptive filtering algorithms named fast affine projection algorithm and fast Euclidean direction search algorithms for attenuating noise in speech signals. The simulation results demonstrate the good performance of the two new algorithms in attenuating the noise.

A general recursive procedure for analysis of variance

Abstract: SUMMARY A general recursive least squares procedure for the analysis of experimental designs is described. Any experimental design can be analyzed with a finite sequence of sweeps, in each of which a set of effects for a factor of the model is calculated and subtracted from the vector of observations. The effects are usually either simple means or effective means, which are ordinary means divided by an efficiency factor. The analysis for a particular design and model is characterized by a set of K efficiency factors for each factor of the model, where K is the order of balance of that factor, and by a triangular control matrix of indicators (0 or 1), in which subdiagonal zeros indicate orthogonality between pairs of factors in the model, and diagonal zeros indicate factors that are completely aliased with previous factors. The control matrix determines the minimal sweep sequence for analysis. The procedure may be implemented in an adaptive or 'learning' form, in which the information that characterizes the analysis is determined progressively from preliminary analyses of special dummy variates, each generated from an arbitrarily assigned set of effects for a factor of the model. A simple extension of the procedure produces the multistratum analysis required for stratified designs such as split plots and confounded factorials. Observations commonly arise from designed experiments, the symmetries and pattern of which implicitly affect the analysis and inference from the data, but are not usually explicitly characterized and utilized in general linear model formulations. This paper describes a simple procedure for least squares analysis of experimental designs with respect to a linear factorial model, in which the sequence of operations required is fully determined and controlled by the symmetries and pattern in the design. The analysis process consists of a sequence of sweeps of the data vector, determined by the factors of the model, the sweep being the only form of arithmetic operation required. In a sweep for a factor of the model, a set of effects for that factor is calculated and subtracted

Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning

Abstract: This paper presents a game-theoretic approach to node activation control in parameter estimation via diffusion least mean squares (LMS). Nodes cooperate by exchanging estimates over links characterized by the connectivity graph of the network. The energy-aware activation control is formulated as a noncooperative repeated game where nodes autonomously decide when to activate based on a utility function that captures the trade-off between individual node's contribution and energy expenditure. The diffusion LMS stochastic approximation is combined with a game-theoretic learning algorithm such that the overall energy-aware diffusion LMS has two timescales: the fast timescale corresponds to the game-theoretic activation mechanism, whereby nodes distributively learn their optimal activation strategies, whereas the slow timescale corresponds to the diffusion LMS. The convergence analysis shows that the parameter estimates weakly converge to the true parameter across the network, yet the global activation behavior along the way tracks the set of correlated equilibria of the underlying activation control game.