Abstract
In this paper, we develop a fast recursive algorithm with a view to finding the total least squares (TLS) solution for adaptive FIR filtering with input and output noises. We introduce an approximate inverse power iteration in combination with Galerkin method so that the TLS solution can be updated adaptively at a lower computational cost. We further reduce the computational complexity of the developed algorithm by making efficient computation of the fast gain vector. We then make a careful investigation into global convergence of the developed algorithm. Simulation results are provided that clearly illustrate appealing performances of the developed algorithm.
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