On the Use of RLS with Covariance Reset in Tracking Scenarios with Discontinuities

@article{Colman2006OnTU,
  title={On the Use of RLS with Covariance Reset in Tracking Scenarios with Discontinuities},
  author={Geoffrey W. K. Colman and Jeffery W. Wells},
  journal={2006 Canadian Conference on Electrical and Computer Engineering},
  year={2006},
  pages={693-696}
}
Low-complexity algorithms used for adaptive filtering applications have been shown to be ineffective in rapidly changing environments. This work investigates the use of the recursive least-squares algorithm with the addition of covariance resetting (RLS+R) to limit the memory of the algorithm and allow it to react to more rapid variations in the environment, including the sudden appearance of an interferer. A comparison is made of the performance of the least-mean-square (LMS) algorithm with… CONTINUE READING