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A robust recursive least squares algorithm
Chansarkar, M.M.; Desai, U.B.;
Signal Processing, IEEE Transactions on [see also Acoustics, Speech, and Signal Processing, IEEE Transactions on]
Volume 45,
Issue 7,
July 1997
Page(s):1726
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1735
Abstract:
A new algorithm is developed, which guarantees the normalized bias in the weight vector due to persistent and bounded data perturbations to be bounded. Robustness analysis for this algorithm has been presented. An approximate recursive implementation is also proposed. It is termed as the robust recursive least squares (RRLS) algorithm since it resembles the RLS algorithm in its structure and is robust with respect to persistent bounded data perturbation. Simulation results are presented to illustrate the efficacy of the RRLS algorithm
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