A minimal, rotation-based FRLS lattice algorithm

Abstract

We propose an alternate Givens rotation-based least-squares lattice algorithm. Based on spherical trigonometry principles, this algorithm turns out to be a normalized version of the fast QRD-based least-squares lattice filter, introduced independently by Ling (1991) and by Proudler et al. (1990, 1991). In contrast with that algorithm, the storage requirements of the new algorithm are minimal (in the system theory sense). From this, we show that the new algorithm satisfies the backward consistency property and, hence, enjoys stable error propagation.