Abstract

In practical implementations of estimation algorithms, designers usually have information about the range in which the unknown variables must lie either due to physical constraints (such as power always being non-negative) or due to hardware constraints (such as in implementations using fixed-point arithmetic). In this letter, we propose a fast (i.e., whose complexity grows linearly with the filter length) version of the dichotomous coordinate descent recursive least-squares (RLS) adaptive filter which can incorporate constraints on the variables. The constraints can be in the form of lower and upper bounds on each entry of the filter, or norm bounds. We compare the proposed algorithm with the recently proposed normalized non-negative least-mean-squares (N-NLMS) and projected-gradient normalized LMS (PG-NLMS) filters, which also include inequality constraints in the variables.

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