P. Prandoni et M. Vetterli, AN FIR CASCADE STRUCTURE FOR ADAPTIVE LINEAR PREDICTION, IEEE transactions on signal processing, 46(9), 1998, pp. 2566-2571
An alternative structure for adaptive linear prediction is proposed in
which the adaptive filter is replaced by a cascade of independently a
dapting, low-order stages, and the prediction is generated by means of
successive refinements. When the adaptation algorithm for the stages
is LMS, the associated short filters are less affected by eigenvalue s
pread and mode coupling problems and display a faster convergence to t
heir steady-state value. Experimental results show that a cascade of s
econd-order LMS filters is capable of successfully modeling most input
signals, with a much smaller MSE than LMS or lattice LMS predictors i
n the early phase of the adaptation. Other adaptation algorithms can b
e used for the single stages, whereas the overall computational cost r
emains linear in the number of stages, and very fast tracking is achie
ved.