Measuring and Maintaining Consistency: a Hybrid Ftf Algorithm

• Autorzy: Bunch J. R. , Le Borne R. C. , Proudler I. K.
• Języki publikacji: EN

Abstrakty

EN

Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However, in neither case is any confidence explicitly given that the computed parameters are in fact close to the desired ones. Here, we introduce a time invariant parameter that provides the user with more flexibility in establishing confidence in the consistency of the updated filter parameters. Additionally, we provide evidence through the introduction of a hybrid FTF algorithm that when sufficient time is given prior to catastrophic divergence, the update parameters of the FTF algorithm can be adjusted so that consistency can be acquired and maintained.

Słowa kluczowe

EN

FTF; numerical stability; consistency

PL

algorytm FTF; stabilność numeryczna; zachowanie spójności

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2001
• Tom: Vol. 11, no. 5
• Strony: 1203--1216
• Opis fizyczny: Bibliogr. 7 poz., rys., tab., wykr.

Twórcy

autor

Bunch J. R.

• Department of Mathematics, University of California, San Diego, La Jolla, California 92093-0112, U.S.A

autor

Le Borne R. C.

• Department of Mathematics, Tennessee Technological University, Box 5054, Cookeville, TN 38505, U.S.A.

autor

Proudler I. K.

• QinetiQ ltd., Malvern Technology Center, St. Andrews Road, Malvern Worcs., WR14 3PS, United Kingdom

Bibliografia

• [1] Chaitin-Chatelin F. and Frayssé V. (1996): Lectures on Finite Precision Computations. - Philadelphia: SIAM.
• [2] Ciofii J.M. and Kailath T. (1984): Fast, recursive-least-squares transversal filters for adaptive filtering. - IEEE Trans. Acoust. Speech Sign. Process., Vol. 32, No. 2, pp. 304-337.
• [3] Haykin S. (1991): Adaptive Filter Theory, 2nd Edn. - Englewood Cliffs, NJ: Prentice-Hall.
• [4] Lin D. (1984): On digital implementation of the fast Kalman algorithms. - IEEE Trans. Acoust. Speech Sign. Process., Vol. 32, No. 5, pp. 998-1005.
• [5] Regalia P. (1992): Numerical stability issues in fast least-squares adaptation algorithms. - Opt. Eng., Vol. 31, No. 6, pp. 1144-1152.
• [6] Slock D.T.M. and Kailath T. (1991): Numerically stable fast transversal filters for recursive least squares adaptive filtering. - IEEE Trans. Signal Process., Vol. 39, No. 1, pp. 92-114.
• [7] Slock D.T.M. and Kailath T. (1992): Backward consistency concept and round-off error propagation dynamics in recursive least-squares algorithms. - Opt. Eng., Vol. 31, No. 6, pp. 1153-1169.