A Non-Quadratic Algorithm Based on the Extended Recursive Least Squares Algorithm

Published in IEEE Signal Processing Letters, 2018

Recommended citation: AMARAL, Luis Fernando Coelho; LOPES, Marcus Vinicius ; BARROS, Allan Kardec. A Non-Quadratic Algorithm Based on the Extended Recursive Least Squares Algorithm. IEEE Signal Processing Letters, v. 3, p. 1-1, 2018. http://dx.doi.org/10.1109/lsp.2018.2864609

Abstract

In adaptiveg filters, several recursive algorithms have been used to track state-space model vectors in nonstationary environments. So far, kernel recursive algorithms showed the best results in this regard. With this letter, we aim to propose an algorithm based on a nonlinear function of the error, motivated by the extended recursive least-squares algorithm. Simulations were performed on the problem of tracking a nonlinear Rayleigh fading multipath channel and on a system identification. The results showed that the proposed algorithm can overcome the extended kernel version ones.