Fast Moving Average Recursive Least Mean Square Fit
Abstract
A new approach is developed to reduce the computational complexity of a moving average Least Mean Square Fit (LMSF) procedure. For a long data window, a traditional batch approach would result in a large number of multiplication and add operations {i.e., an order N, where N is the window length\202. This memorandum shows that the moving average batch LMSF procedure could be made equivalent to a recursive process with identical filter memory length but at an order of reduction in computation load. The increase in speed due to reduced computation could make the moving average LMSF procedure competitive for many real-time processing applications.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 30, 1984
- Accession Number
- ADA630671
Entities
People
- Lawrence C. Ng
- Paul R. Lambert
Organizations
- Naval Underwater Systems Center