Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 57, Issue 3, Pages 1209-1216Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2008.2010643
Keywords
Acoustic echo cancellation; impulsive noise; recursive least-squares algorithm; robust filtering; system identification
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Funding
- Universidad de Buenos Aires [UBACYT 1005]
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We present a fast robust recursive least-squares (FRRLS) algorithm based on a recently introduced new framework for designing robust adaptive filters. The algorithm is the result of minimizing a cost function subject to a time-dependent constraint on the norm of the filter update. Although the characteristics of the exact solution to this problem are known, there is no closed-form solution in general. However, the approximate solution we propose is very close to the optimal one. We also present some theoretical results regarding the asymptotic behavior of the algorithm. The FRRLS is then tested in different environment's for system identification and acoustic echo cancellation applications.
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