An algorithm based on non-squared sum of the errors

Published in Signal Processing, 2015

Recommended citation: SILVA, Cristiane da; BARROS, Allan Kardec ; SANTANA, Ewaldo ; ARAÚJO, MARCOS A. F. DE ; LOPES, Marcus V. de S. ; FONSECA, JOÃO V. ; PRINCIPE, JOSE C. An algorithm based on non-squared sum of the errors. Signal Processing (Print), v. 117, p. 188-191, 2015. http://dx.doi.org/10.1016/j.sigpro.2015.03.012

Abstract

In adaptive filtering, several algorithms are developed in the quest for greater convergence speed, mostly relying on second order statistics. Here we modify the Recursive Least Square (RLS) equations by using as performance surface a weighted sum of even error power. As a result, the equations turn out to be simple, elegant, while yielding faster convergence and preserving the computational cost when compared with the existing RLS algorithm.