Loading [a11y]/accessibility-menu.js
A New Local Polynomial Modeling Based Variable Forgetting Factor and Variable Regularized PAST Algorithm for Subspace Tracking | IEEE Journals & Magazine | IEEE Xplore

A New Local Polynomial Modeling Based Variable Forgetting Factor and Variable Regularized PAST Algorithm for Subspace Tracking


Abstract:

This paper proposes a new local polynomial modeling based variable forgetting factor (VFF) and variable regularized (VR) projection approximation subspace tracking (PAST)...Show More

Abstract:

This paper proposes a new local polynomial modeling based variable forgetting factor (VFF) and variable regularized (VR) projection approximation subspace tracking (PAST) algorithm, which is based on a novel VR-VFF recursive least squares (RLS) algorithm with multiple outputs. The subspace to be estimated is modeled as a local polynomial model so that a new locally optimal forgetting factor (LOFF) can be obtained by minimizing the resulting mean square deviation of the RLS algorithm after using the projection approximation. An l2-regularization term is also incorporated to the LOFF-PAST algorithm to reduce the estimation variance of the subspace during signal fading. The proposed LOFF-VR-PAST algorithm can be implemented by the conventional RLS algorithm as well as the numerically more stable QR decomposition. Applications of the proposed algorithms to subspace-based direction-of-arrival estimation under stationary and nonstationary environments are presented to validate their effectiveness. Simulation results show that the proposed algorithms offer improved performance over the conventional PAST algorithm and a comparable performance to the Kalman filter with variable measurement subspace tracking algorithm, which requires a considerably higher arithmetic complexity. The new LOFF-VR-RLS algorithm may also be applicable to other RLS problems involving multiple outputs.
Published in: IEEE Transactions on Aerospace and Electronic Systems ( Volume: 54, Issue: 3, June 2018)
Page(s): 1530 - 1544
Date of Publication: 24 January 2018

ISSN Information:

Funding Agency:


References

References is not available for this document.