A New Multichannel Recursive Least Squares Algorithm for Very Robust and Efficient Adaptive Filtering

✍ Scribed by Y. Boutalis; C. Papaodysseus; E. Koukoutsis

• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 183 KB
• Volume: 37
• Category: Article
• ISSN: 0196-6774
• DOI: 10.1006/jagm.2000.1113

✦ Synopsis

In this paper, a new multichannel recursive least squares (MRLS) adaptive algorithm is presented which has a number of very interesting properties. The proposed computational scheme performs adaptive filtering via the use of a finite window, where the burdening past information is dropped directly by means of a generalized inversion lemma; consequently, the proposed algorithm has excellent tracking abilities and very low misjudgment. Moreover, the scheme presented here, due to its particular structure and to the proper choice of mathematical definitions behind it, is very robust; i.e., it is less sensitive in the finite precision numerical error generation and propagation. Also, the new algorithm can be parallelized via a simple technique and its parallel form and, when executed with four processors, is faster than all the already existing schemes that perform both infinite and finite window multichannel adaptive filtering. Finally, due to the particular structure of this scheme and to the intrinsic flexibility in the choice of the window length, the proposed algorithm can act as a full substitute of the infinite window MRLS ones.