In adaptive signal processing, an LRLS algorithm obtained by using a ridge regression with an exponential weighting facter has been proposed. An equation given by the criterion of the LRLS has an interesting interpretation with one in LS and in Total-Least-Squares(TLS).In this report, these estimation accuracies are compared by numerical experiments. It is shown that the LRLS algorithm gives more accurate estimates than the methods of LS and TLS when an input SNR to an unknown system is high.
展开▼