A Unified Family of Recursive Algorithms Using Feedback

作者：Moir T J^*

来源：Circuits, Systems, and Signal Processing, 2011, 30(5): 1047-1054.

DOI：10.1007/s00034-010-9252-y

• Feedback control
• Covariance matrix
• Inverse
• Square root

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.

• 出版日期2011-10