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A Unified Family of Recursive Algorithms Using Feedback

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Abstract

This paper investigates a family of simple recursive algorithms based on feedback around a weight vector or matrix with a multivariable discrete integrator in the forward path. It is shown that, by using simple changes, estimates of the covariance matrix, inverse-covariance matrix and their corresponding square-root values can be found. As a special vector case of the more general matrix algorithm we show that least mean squares (LMS) can also be derived.

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Authors and Affiliations

  1. School of Engineering and Advanced Technology, Massey University at Albany, Auckland, New Zealand

    T. J. Moir

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  1. T. J. Moir
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Correspondence to T. J. Moir.

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Moir, T.J. A Unified Family of Recursive Algorithms Using Feedback. Circuits Syst Signal Process 30, 1047–1054 (2011). https://doi.org/10.1007/s00034-010-9252-y

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  • DOI: https://doi.org/10.1007/s00034-010-9252-y

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