Adaptive noise reduction using numerically stable fast recursive least squares algorithm

Abstract

AbstractThis paper is concerned with adaptive noise reduction based on the fast recursive least squares (FRLS) algorithm. It is well known that the fast recursive least squares (FRLS) algorithm suffers from numerical instability when operating under the effects of finite precision arithmetic. Several numerical solutions of stabilization were proposed in the case of stationary signals. In this work a new version of a numerically stable FRLS algorithm (NS‐FRLS) is proposed. The stability characteristics of this new stabilized algorithm are analysed. The analysis is based on a linear model for the errors in the states of the adaptive filter. Experimental results confirm the merits of adaptive filtering with the NS‐FRLS algorithm over optimum filtering using the solution provided by Wiener–Hopf equations. Copyright © 2006 John Wiley & Sons, Ltd.