On Relationship Between Regularization and H.INF. Filtering.
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概要
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It has been proved that a least mean square (LMS) adaptive algorithm is H∞ optimal. On the other hand, the recursive least-squares (RLS) algorithm does not have robustness property. First, robustness property of the LMS algorithm is shown through a numerical example which simulates an acoustic field. Next, an RLS algorithm with regularization method is proposed in order to add robustness property to the conventional RLS algorithm. Finally, the effectiveness of the proposed method is shown through a numerical example.
- 公益社団法人 計測自動制御学会の論文
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