Cf. So et Sh. Leung, Variable forgetting factor RLS algorithm based on dynamic equation of gradient of mean square error, ELECTR LETT, 37(3), 2001, pp. 202-203
A new variable forgetting factor RLS adaptive algorithm is Introduced. The
control of the forgetting factor is based on the dynamic equation of the gr
adient of the mean square error. Compared with other algorithms, the new al
gorithm gives fast tracking, has a small mean square model error, and is in
sensitive to SNR.