Lattice and QR decomposition-based algorithms for recursive least squares adaptive nonlinear filters

Abstract

Journal ArticleThis paper presents a lattice structure for adaptive Volterra systems. The stucture is applicable to arbitrary planes of support of the Volterra kernels. A fast least squares lattice and a fast QR-lattice adaptive nonlinear filtering algorithms based on the lattice structure are also presented. These algorithms share the fast convergence property of fast least squares transversal Volterra filters; however, unlike the transversal filters they do not suffer from numerical instability

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