Abstract
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) [1–7]. As a consequence, the lattice recursive least-squares (LRLS) algorithms are considered fast implementations of the RLS problem.
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Notes
- 1.
Notice that no special notation was previously used for the minimum value of the RLS objective function. However, when deriving the lattice algorithms, this definition is necessary.
- 2.
The predictor filter is of order i − 1 whereas the predictor including the desired signal is of order i.
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Diniz, P.S.R. (2013). Adaptive Lattice-Based RLS Algorithms. In: Adaptive Filtering. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-4106-9_7
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