Development of the RLS algorithm based on the iterative equation solvers

In this paper we propose an approach towards developing a RLS algorithm that is based on the iterative techniques for solution of the linear system of equations. Two such fundamental methods namely the Steepest Descent and the Gauss-Seidel algorithms are used to solve the least squares normal equati...

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Bibliographic Details
Published in2012 IEEE 11th International Conference on Signal Processing Vol. 1; pp. 272 - 275
Main Authors Khokhar, M. J., Younis, M. S.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.10.2012
Subjects
Gauss-Seidel
Iterative matrix inversion techniques
RLS
Steepest Descent
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ISBN9781467321969
1467321966
ISSN2164-5221
DOI10.1109/ICoSP.2012.6491653

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Summary:In this paper we propose an approach towards developing a RLS algorithm that is based on the iterative techniques for solution of the linear system of equations. Two such fundamental methods namely the Steepest Descent and the Gauss-Seidel algorithms are used to solve the least squares normal equations. Simple optimization is presented to reduce the overall complexity of the algorithm and not compromising on the performance. Simulation results are compared with those of the classical RLS algorithm and it is shown that the proposed algorithm gives convergence results similar to those of Classical RLS with the added advantage of reduce computational complexity.
ISBN:9781467321969
1467321966
ISSN:2164-5221
DOI:10.1109/ICoSP.2012.6491653