A delta least squares lattice algorithm for fast sampling

Most shift operator-based adaptive algorithms exhibit poor numerical behavi or when the input discrete time process is obtained from a continuous time process by fast sampling. This includes the shift operator based least squa res lattice algorithm. In this paper, we develop a delta least squares latt ice algorithm. This algorithm has low computational complexity compared wit h the delta Levinson RLS algorithm and shows better numerical properties co mpared with the shift least squares lattice algorithm under fast sampling. Computer simulations show that the new algorithm also outperforms an existi ng delta least squares lattice algorithm.