Fast RLS algorithm using dichotomous coordinate descent iterations

@article{Zakharov2007FastRA,
  title={Fast RLS algorithm using dichotomous coordinate descent iterations},
  author={Yu. S. Velikzhanin A. C. Zakharov and George White and Jie Liu},
  journal={2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers},
  year={2007},
  pages={431-435}
}
The recursive least squares (RLS) adaptive filtering problem is expressed in terms of auxiliary normal equations with respect to increments of the filter weights. By applying this approach to the exponentially weighted case, a new structure of the RLS algorithm is derived. For solving the auxiliary equations, dichotomous coordinate descent (DCD) iterations with no explicit division and multiplication are used. This results in a transversal RLS adaptive filter with as low complexity as 3N… CONTINUE READING
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