A Recursive Least-Squares (RLS) Algorithm Based on Interpolation Lattice Recursion

Jenq-Tay Yuan Jenq-Tay Yuan,Chih-An Chiang Chih-An Chiang

doi:10.1109/ictta.2006.1684541

A Recursive Least-Squares (RLS) Algorithm Based on Interpolation Lattice Recursion

Jenq-Tay Yuan Jenq-Tay Yuan, Chih-An Chiang Chih-An Chiang

https://doi.org/10.1109/ictta.2006.1684541

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Publication Date: Apr 24, 2006

Affiliation: Fu Jen Catholic University

#Proposed Recursive Least-Squares Algorithm #Recursive Least-Squares + Show 7 more

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Abstract

This paper proposes using a square-root-free (SRF) QR-decomposition-based least-squares lattice (QRD-LSL) interpolation algorithm to implement the recursive least-squares (RLS) algorithm that requires O(Nlog 2 N) operations. Our simulation results show that the proposed RLS algorithm appears to be numerically stable. To the best of our knowledge, the proposed RLS algorithm may be the first of its kind developed based on a modular and lattice like structure.

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