2016
DOI: 10.1186/s13634-016-0341-3
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Robust adaptive filtering using recursive weighted least squares with combined scale and variable forgetting factors

Abstract: In this paper, a new adaptive robustified filter algorithm of recursive weighted least squares with combined scale and variable forgetting factors for time-varying parameters estimation in non-stationary and impulsive noise environments has been proposed. To reduce the effect of impulsive noise, whether this situation is stationary or not, the proposed adaptive robustified approach extends the concept of approximate maximum likelihood robust estimation, the so-called M robust estimation, to the estimation of b… Show more

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Cited by 13 publications
(16 citation statements)
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“…To identify the parameter matrix given in (12) (the index p denotes the electrical and mechanical parameters), a weighted recursive least square algorithm is used [35][36][37][38]. λ is defined as the forgetting factor, whose role is to delete past data.…”
Section: Results Of Approachmentioning
confidence: 99%
“…To identify the parameter matrix given in (12) (the index p denotes the electrical and mechanical parameters), a weighted recursive least square algorithm is used [35][36][37][38]. λ is defined as the forgetting factor, whose role is to delete past data.…”
Section: Results Of Approachmentioning
confidence: 99%
“…However, in these RLS algorithms with constant FFs, a large FF close to one reduces the convergence speed while a small FF close to zero leads to large misadjustment [20]. In [20], [21], RLS algorithms with variable FFs have been developed to attain the minimal misadjustment as well as to estimate the optimal FF. Estimation lag, however, is inevitable in these FF-based recursive algorithms since they use previous information to estimate current parameters.…”
Section: ) Limited Tracking Speed Of Existing Recursive Algorithmsmentioning
confidence: 99%
“…There exists inherently numerical instability in RLS-like algorithms [8], [17], [19]- [21], [25], [28]. The covariance matrix of input signals may become poorly conditioned or even singular if input signals are not persistently exciting [30].…”
Section: ) Numerical Instability Of Existing Covariance-matrix-basedmentioning
confidence: 99%
“…At the start of the current trial, samples in the sliding-window were mostly occupied by data from the previous trial. In such a case,β was affected by previous CBF activities, leading to a false estimation.β would gradually converge to the true value with the transition of k. To overcome this weakness, an enhanced, faster convergence method, for example, by variable forgetting factors or variable-length sliding window analysis, should be utilized [34][35][36][37].…”
Section: Limitationsmentioning
confidence: 99%