Shrinkage widely linear recursive least squares (SWL-RLS) and its improved version called structured shrinkage widely linear recursive least squares (SSWL-RLS) algorithms are proposed in this paper. By using the relationship between the noise-free a posterior and a priori error signals, the optimal forgetting factor can be obtained at each snapshot. In the implementation of algorithms, due to the a priori error signal known, we still need the information about the noise-free a priori error which can be estimated with a known formula. Simulation results illustrate that the proposed algorithms have faster convergence and better tracking capability than augmented RLS (A-RLS), augmented least mean square (A-LMS) and SWL-LMS algorithms.

A method for efficiently estimating the time-varying spectra of nonstationary autoregressive (AR) signals is derived using an indefinite matrix-based sliding window fast linear prediction (ISWFLP). In the linear prediction, the indefinite matrix plays a very important role in sliding an exponentially weighted finite-length window over the prediction error samples. The resulting ISWFLP algorithm successively estimates the time-varying AR parameters of order N at a computational complexity of O(N) per sample. The performance of the AR parameter estimation is superior to the performances of the conventional techniques, including the Yule-Walker, covariance, and Burg methods. Consequently, the ISWFLP-based AR spectral estimation method is able to rapidly track variations in the frequency components with a high resolution and at a low computational cost. The effectiveness of the proposed method is demonstrated by the spectral analysis results of a sinusoidal signal and a speech signal.

A new compact form of the sliding window recursive least squares (SWRLS) algorithm, the I-SWRLS algorithm, is derived using an indefinite matrix. The resultant algorithm has a form similar to that of the traditional recursive least squares (RLS) algorithm, and is more computationally efficient than the conventional SWRLS algorithm including two Riccati equations. Furthermore, a computationally reduced version of the I-SWRLS algorithm is developed utilizing a shift property of the correlation matrix of input data. The resulting fast algorithm reduces the computational complexity from O(N2) to O(N) per iteration when the filter length (tap number) is N, but retains the same tracking performance as the original algorithm. This fast algorithm is much easier to implement than the existing SWC FTF algorithms.

In this paper, a recursive Gauss-Newton (RGN) algorithm is first developed for adaptive tracking of the amplitude, frequency and phase of a real sinusoid signal in additive white noise. The derived algorithm is then simplified for computational complexity reduction as well as improved with the use of multiple forgetting factor (MFF) technique to provide a flexible way of keeping track of the parameters with different rates. The effectiveness of the simplified MFF-RGN scheme in sinusoidal parameter tracking is demonstrated via computer simulations.

This letter presents an efficient adaptive beamformer to deal with the multipath environments created by signal source scatterings. To improve the performance possible with the fixed forgetting factor, the regular adaptive forgetting factor algorithm is derived and applied to the subarray recursive least squares (RLS) beamforming. Simulations confirm that the proposed scheme has better performance than not only the conventional RLS algorithm but also the subarray RLS and adaptive forgetting factor RLS algorithms.

In this letter, we suggest a noise estimation method which can be applied for speech enhancement in various noise environments. The proposed method consists of the following two main processes to analyze and estimate efficiently the noise from the noisy speech. First, a least-squares line is used, which is obtained by applying coefficient magnitudes in node with a uniform wavelet packet transform to a least squares method. Next, a differential forgetting factor and a correlation coefficient per subband are applied, where each subband consists of several nodes with the uniform wavelet packet transform. In particular, this approach has the ability to update noise estimation by using the estimated noise at the previous frame only instead of employing the statistical information of long past frames and explicit nonspeech frames detection consisted of noise signals. In objective assessments, we observed that the performance of the proposed method was better than that of the compared methods. Furthermore, our method showed a reliable result even at low SNR.

Ryu et al.'s recent paper proposed a multiple target angle-tracking algorithm without data association. This algorithm, however, shows degraded performance on evasive maneuvering targets, because the estimated signal subspace is degraded in the algorithm. In this paper, we propose a new algorithm where, VFF-PASTd (Variable Forgetting Factor PASTd) algorithm is applied to the Ryu's algorithm to effectively handle the evasive target tracking with better time-varying signal subspace.

Wireless LAN (WLAN) systems transmit and receive via a common frequency band. In this band, signals of other wireless applications operate on a WLAN beamformer as interferences, and so the problem in adaptive antenna is increasing the canceling performance in the presence of moving interference sources. The performance of conventional adaptive beamformer is severely degraded and the robust adaptive beamformer must be equipped with additional sensors to obtain desired performances. Therefore, in order to avoid having to install additional sensors, an efficient algorithm is necessary. In this paper, we introduce a fast adaptive algorithm with variable forgetting factor, which does not require any further additional modifications. Through computer simulations, we can obtain better performances than those of other techniques under a variety of operating conditions.

In this paper, an ARMA order selection method is proposed with a fuzzy reasoning method. In order to identify the reference model with the ARMA model, we need to determine its ARMA order. A less or more ARMA order, other than a suitable order causes problems such as; lack of spectral information, increasing calculation cost, etc. Therefore, ARMA order selection is significant for a high accurate ARMA model identification. The proposed method attempts to select an ARMA order of a time-varying model with the following procedures: (1) Suppose the parameters of the reference model change slowly, by introducing recursive fuzzy reasoning method, the estimated order is selected. (2) By introducing a fuzzy c-mean clustering methed, the period of the time during which the reference model is changing is detected and the forgetting factor of the recursive fuzzy reasoning method is set. Further, membership functions used in our algorithm are original, which are realized by experiments. In this paper, experiments are documented in order to validate the performance of the proposed method.