Abstract
In this paper a new stabilization method for the problem of numerical instability of fast recursive least-squares algorithms is introduced. The new approach arose from implementation aspects of common stabilized fast transversal filters (SFTF) algorithms in the compensation of acoustical echoes. Real-time situations are characterized by non-persistent excitation and time-variant systems. Analysing these cases we found out insufficiencies in the performance of SFTF algorithms that exploit redundancy by feedback of numerical errors. Out of these results arose a new concept to cope with stabilization problems: A leakage in the prediction part of the FTF algorithm turned out to make the algorithm very stable and robust. The new found Leaky FTF (LFTF) algorithm, first derived in Binde, IEEE Signal Process. Lett. 2(6) (June 1995) 114–116, is analysed in this article. It has proven to be stable given an appropriate value for the leakage factor.
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