Easy and effective stabilisation measure for fast recursive least squares algorithms for adaptive transversal filters

摘要

Fast recursive least squares (FRLS) algorithms are known for their favourable convergence characteristics. They are of special interest for the fast adaptation of transversal filters of high order N. Unfortunately FRLS algorithms have a tendency towards numeric instability. A new and effective stabilisation measure is presented for a 0(7N) FRLS algorithm which needs only one additional multiplication per iteration step.