There are a large number of algorithms that solve the least-squares problem in a recursive form. In particular, the algorithms based on the lattice realization are very attractive because they allow modular implementation and require a reduced number of arithmetic operations (of order N) [1, 2, 3, 4, 5, 6, 7]. As a consequence, the lattice recursive least-squares (LRLS) algorithms are considered fast implementations of the RLS problem..
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