Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However, in neither case is any confidence explicitly given that the computed parameters are in fact close to the desired ones. Here, we introduce a time invariant parameter that provides the user with more flexibility in establishing confidence in the consistency of the updated filter parameters. Additionally, we provide evidence through the introduction of a hybrid FTF algorithm that when sufficient time is given prior to catastrophic divergence, the update parameters of the FTF algorithm can be adjusted so that consistency can be acquired and maintained.
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We consider a heat equation with a non-linear right-hand side which depends on certain Volterra-type functionals. We study the problem of existence and convergence for the method of lines by means of semi-discrete inverse formulae.
Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.
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