Theoretical Analysis of the Performance of the Data-Reuse RLS Algorithm

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS(2024)

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摘要
The data-reuse RLS (DR-RLS) algorithm is a computationally efficient technique that has been recently introduced to improve the tracking capabilities of the RLS. Nevertheless, no analysis of its convergence has been proposed so far. The aim of that work is to fill this gap with theoretical analyzes in the sense of the mean and mean-square error. Both transient and steady-state analytical models are provided. Their effectiveness and accuracy are validated through numerical simulations.
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关键词
Adaptive filtering,data-reuse,RLS algorithm,transient convergence analysis,steady-state analysis
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