Efficient Multichannel FIR Filtering using a Single Step Versatile Order Recursive Algorithm

Abstract

In this paper a highly efficient, order recursive algorithm for Least Squares (LS) multichannel FIR filtering and multivariable system identification is developed. Multichannel FIR filters with different number of delay elements for each input channel are allowed. The order updating procedures utilized by the algorithm, in contrast to existing methods, offer the greatest possible maneuverability in the index space. This flexibility can be taken into advantage when the true index is not known, except from being an element of a set and can be utilized for the efficient determination of the order of a multichannel process.