Regularization of the RLS Algorithm

Jacob BENESTY  Constantin PALEOLOGU  Silviu CIOCHIN  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E94-A   No.8   pp.1628-1629
Publication Date: 2011/08/01
Online ISSN: 1745-1337
DOI: 10.1587/transfun.E94.A.1628
Print ISSN: 0916-8508
Type of Manuscript: Special Section LETTER (Special Section on Advances in Adaptive Signal Processing and Applications)
Category: 
Keyword: 
echo cancellation,  adaptive filters,  regularization,  recursive least-squares (RLS) algorithm,  

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Summary: 
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.