In this paper a new robust recursive method of estimating the linear p
rediction parameters of an auto-regressive speech signal model using w
eighted least squares with variable forgetting factors (VVFs) is descr
ibed. The proposed robust recursive least-squares (RRLS) method differ
s from the conventional recursive least-squares (RLS) method by the in
sertion of a suitably chosen nonlinear transformation of the predictio
n residuals. The RRLS algorithm takes into account the contaminated Ga
ussian nature of the excitation for voiced speech, and the effect of n
onlinearity is to assign less weight to the small portions of large re
siduals so that the spiky excitation will not greatly influence the fi
nal AR parameter estimates, while giving unity weight to the bulk of s
mall to moderate residuals generated by the nominal Gaussian distribut
ion. In addition, the VFF is adapted to a nonstationary speech signal
by a generalized likelihood ratio algorithm, which accounts for the no
nstationarity of a speech signal. The proposed method has a good adapt
ability to the nonstationary parts of a speech signal, and gives low b
ias and low variance at the stationary signal segments. The feasibilit
y of the robust approach is demonstrated with both synthesized and nat
ural speech.