New Insights into the RLS Algorithm

@article{Benesty2004NewII,
  title={New Insights into the RLS Algorithm},
  author={Jacob Benesty and Tomas G{\"a}nsler},
  journal={EURASIP J. Adv. Sig. Proc.},
  year={2004},
  volume={2004},
  pages={331-339}
}
The recursive least squares (RLS) algorithm is one of the most popular adaptive algorithms that can be found in the literature, due to the fact that it is easily and exactly derived from the normal equations. In this paper, we give another interpretation of the RLS algorithm and show the importance of linear interpolation error energies in the RLS structure. We also give a very efficient way to recursively estimate the condition number of the input signal covariance matrix thanks to fast… CONTINUE READING