On the performance of variable forgetting factor recursive least-squares algorithms

Abstract

The recursive least-squares (RLS) is a very popular adaptive algorithm, which is widely used in many system identification problems. The parameter that crucially influences the performance of the RLS algorithm is the forgetting factor. The value of this parameter leads to a compromise between tracking, misadjustment, and stability. In this paper, we present some insights on the performance of variable forgetting factor RLS (VFF-RLS) algorithms, in the context of system identification. Besides the classical RLS algorithm, we mainly focus on two recently proposed VFF-RLS algorithms. The novelty of the experimental setup is that we use real-world signals provided by Romanian Air Traffic Services Administration, i.e., voice and noise signals corresponding to real communication channels. In this context, the Air Traffic Control (ATC) communication represents a challenging task, usually involving non-stationary environments and stability issues.