Extended fast fixed-order RLS adaptive filters

Citation
R. Merched et Ah. Sayed, Extended fast fixed-order RLS adaptive filters, IEEE SIGNAL, 49(12), 2001, pp. 3015-3031
Citations number
32
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
49
Issue
12
Year of publication
2001
Pages
3015 - 3031
Database
ISI
SICI code
1053-587X(200112)49:12<3015:EFFRAF>2.0.ZU;2-0
Abstract
The existing derivations of conventional fast RLS adaptive filters are intr insically dependent on the shift structure in the input regression vectors. This structure arises when a tapped-delay line (FIR) filter is used as a m odeling filter. In this paper, we show, unlike what original derivations ma y suggest, that fast fixed-order RLS adaptive algorithms are not limited to FIR filter structures. We show that fast recursions in both explicit and a rray forms exist for more general data structures, such as orthonormally ba sed models. One of the benefits of working with orthonormal bases is that f ewer parameters can be used to model long impulse responses.