Gradient based variable forgetting factor RLS algorithm

@article{So2003GradientBV,
  title={Gradient based variable forgetting factor RLS algorithm},
  author={C. F. So and Sin Chun Ng and Shu Hung Leung},
  journal={Signal Processing},
  year={2003},
  volume={83},
  pages={1163-1175}
}
An accurate new variable forgetting factor recursive least-square adaptive algorithm is derived. An improved mean square behaviour analysis is presented, which shows that the theoretical analysis and the simulation results are close to each other. The control of the forgetting factor is based on the dynamic equation of the gradient of mean square error. Compared with other variable forgetting factor algorithms, the new algorithm provides fast tracking and small mean square model error, and its… CONTINUE READING

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