Gradient based variable forgetting factor nonlinear RLS algorithm using correlation function with nonzero lags

In environment with impulsive noise, most learning algorithms are encountered difficulty in distinguishing the nature of large error signal, whether caused by the impulse noise or large model error. Consequently, they suffer from slow convergence or large misadjustment. A new gradient based variable forgetting factor nonlinear RLS algorithm uses correlation function of error signal with nonzero lags (GCVFF) is introduced. The correlation of nonzero lags maintains the sensitivity of the algorithm responding to the model error and becomes sluggish to the impulse noise. Simulation results show that it achieves fast convergence speed and small misadjustment and outperforms other variable forgetting factor (VFF) RLS algorithms. Copyright © 2002 by The Institute of Electrical and Electronics Engineers, Inc. All rights reserved.