ALGORITMO RECURSIVO BASEADO EM UMA FUNÇÃO NÃO QUADRÁTICA USANDO KERNEL

Abstract

This work has the objective to develop an analytical model that makes prediction of the behavior of the algorithm as a function of the design parameters (step adaptation, kernel function and its parameters).We use a non-quadratic function based on kernel, performing a nonlinear transformation of the input space filtering applied on line. Was developed and implemented in the system for adaptive filtering based on Kernel, which provides an analysis of the behavior of KRLS algorithm as well as its properties of convergence. It applies a kernel function in the cost function from the non-recursive quadratic function of an even power, which minimizes the error, defined as the expectation of the cumulative cost of actions taken along a sequence of steps. It appears that this approach allows the determination of the parameters of the problem with greater reliability and robustness and lower cost compared with traditional algorithms (RLS, KRLS, RNQ) .