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Regularization of the RLS Algorithm
Jacob BENESTY Constantin PALEOLOGU Silviu CIOCHIN
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2011/08/01
Online ISSN: 1745-1337
Print ISSN: 0916-8508
Type of Manuscript: Special Section LETTER (Special Section on Advances in Adaptive Signal Processing and Applications)
echo cancellation, adaptive filters, regularization, recursive least-squares (RLS) algorithm,
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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.