An LS Based New Gradient Type Adaptive Algorithm--Least Squares Gradient--

Hitoshi KIYA

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E77-A    No.9    pp.1417-1425
Publication Date: 1994/09/25
Online ISSN: 
Print ISSN: 0916-8508
Type of Manuscript: Special Section PAPER (Special Section of Papers Selected from the 8th Digital Signal Processing Symposium)
Category: Adaptive Digital Filters
adaptive filters,  least squares,  system identification,  spectral estimation,  

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A new gradient type adaptive algorithm is proposed in this paper. It is formulated based on the least squares criteria while the conventional gradient algorithms are based on the least mean square criteria. The proposed algorithm has two variable parameters and by changing them we can adjust the characteristic of the algorithm from the RLS to the LMS depending on the environment. This capability of adjustment achieves the possibility of providing better solutions. However, not only it provides better solutions than the conventional algorithms under some conditions but also it provides a very interesting theoretical view point. It provides a unified view point of the adaptive algorithms including the conventional ones, i.e., the LMS or the RLS, as limited cases and it enables us to analyze the bounds for those algorithms.