Regularization of the RLS Algorithm

Jacob BENESTY; Constantin PALEOLOGU; Silviu CIOCHINA

doi:10.1587/transfun.E94.A.1628

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Online ISSN : 1745-1337
Print ISSN : 0916-8508

Special Section on Advances in Adaptive Signal Processing and Applications

Regularization of the RLS Algorithm

Jacob BENESTY, Constantin PALEOLOGU, Silviu CIOCHINA

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Keywords: echo cancellation, adaptive filters, regularization, recursive least-squares (RLS) algorithm

JOURNAL RESTRICTED ACCESS

2011 Volume E94.A Issue 8 Pages 1628-1629

DOI https://doi.org/10.1587/transfun.E94.A.1628

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Abstract

Regularization plays a fundamental role in adaptive filtering. There are, very likely, many different ways to regularize an adaptive filter. In this letter, we propose one possible way to do it based on a condition that makes intuitively sense. From this condition, we show how to regularize the recursive least-squares (RLS) algorithm.

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