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

A lattice structure for adaptive Volterra systems is presented. The structure is applicable to arbitrary planes of support of the Volterra kernels. A fast least-squares lattice algorithm and a fast QR-lattice adaptive nonlinear filtering algorithm based on the lattice structure are 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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