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A Neural Approach to the Underdetermined-Order Recursive Least-Squares Adaptive Filtering
Anthony G. Constantinides1, Buyurman Baykal
1Imperial College of Science, Technology and Medicine, London, UK
Summary
Neural networks offer a new approach to adaptive filtering, specifically reformulating the Underdetermined-Order Recursive Least-Squares (URLS) algorithm. This neural network implementation provides advantages over traditional digital methods for adaptive filtering applications.
Area of Science:
- Signal Processing
- Machine Learning
- Adaptive Filtering
Background:
- Adaptive filtering is crucial in many signal processing applications.
- Traditional algorithms like Normalized Least Mean Square and Recursive Least Squares have limitations.
- Digital implementations can suffer from error propagation and ill-conditioned matrix inversions.
Purpose of the Study:
- To reformulate the Underdetermined-Order Recursive Least-Squares (URLS) algorithm using a neural architecture.
- To explore the advantages of a neural network approach for adaptive filtering.
- To compare the performance and characteristics of the neural network with the algorithmic URLS approach.
Main Methods:
- Development of a neural network architecture to implement the URLS algorithm.
- Analysis of the neural network's response compared to the established URLS algorithm.
- Evaluation of numerical properties, circuit realization, and flexibility for prediction order alteration.
Main Results:
- The neural network's response was found to be identical to the algorithmic URLS approach.
- The neural network avoids drawbacks of digital computation, such as error propagation and ill-conditioned matrix inversion.
- The neural network offers simpler circuit realization and flexible alteration of the prediction order.
Conclusions:
- Neural network reformulation of the URLS algorithm is a viable and advantageous alternative to digital implementations.
- This approach simplifies circuit design and enhances numerical stability in adaptive filtering.
- The neural network provides flexibility in prediction order, crucial for various applications, and integrates easily into digital systems.