A Recursive Least-Squares (RLS) Algorithm Based on Interpolation Lattice Recursion

This paper proposes using a square-root-free (SRF) QR-decomposition-based least-squares lattice (QRD-LSL) interpolation algorithm to implement the recursive least-squares (RLS) algorithm that requires O(Nlog
2
N) operations. Our simulation results show that the proposed RLS algorithm appears to be numerically stable. To the best of our knowledge, the proposed RLS algorithm may be the first of its kind developed based on a modular and lattice like structure.