DCTを用いたLRLSアルゴリズム  [in Japanese] A study on an LRLS algorithm with discrete cosine transform  [in Japanese]

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Author(s)

Abstract

近年、適応信号処理において雑音のある環境下で、RLSアルゴリズムよりも高精度かつ安定なLeaky RLS(以下LRLSと略す)アルゴリズムが提案されている。しかしながら、標準的なLRLSアルゴリズムでは逆行列の計算が必要のために計算量がO(M^3)となってしまう。本稿では離散コサイン変換を用いて、逆行列を近似的に計算することによって、計算量がO(M^3)からO(M^2)になるようなアルゴリズムを紹介する。

In recent years, an LRLS algorithm which is more accurate and stable in a noisy environment than the RLS algorithm has been proposed. However, since the LRLS algorithm needs to compute a matrix inverse in each iteration, the computational complexity in the LRLS algorithm is on the order of M^3. In this report, since a matrix inverse is approximately computed by using discrete cosine transform, the LRLS algorithm whose computational complexity is reduced from the order of M^3 to the order of M^2 is considered.

Journal

  • Technical report of IEICE. RCS

    Technical report of IEICE. RCS 101(543), 19-24, 2002-01-02

    The Institute of Electronics, Information and Communication Engineers

References:  9

Codes

  • NII Article ID (NAID)
    110003305953
  • NII NACSIS-CAT ID (NCID)
    AN10060822
  • Text Lang
    JPN
  • Article Type
    ART
  • ISSN
    09135685
  • NDL Article ID
    6072401
  • NDL Source Classification
    ZN33(科学技術--電気工学・電気機械工業--電子工学・電気通信)
  • NDL Call No.
    Z16-940
  • Data Source
    CJP  NDL  NII-ELS 
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