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Recursive Least Absolute Error Algorithm: Analysis and Simulations

Shin'ichi KOIKE

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Summary :

Recursive least absolute(RLA) error algorithm is derived which is basically the sign algorithm (SA) combined with recursive estimation of the inverse covariance matrix of the reference input. The name RLA comes from the absolute error criterion. Analysis of the transient behavior and steady-state performance of the RLA algorithm is fully developed. Results of experiment show that the RLA algorithm considerably improves the convergence rate of the SA while preserving the robustness against impulse noise. Good agreement between the simulation and the theoretically calculated convergence validates the analysis.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E85-A No.12 pp.2886-2893
Publication Date
2002/12/01
Publicized
Online ISSN
DOI
Type of Manuscript
PAPER
Category
Digital Signal Processing

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