Constrained-input/constrained-output stability for adaptive RLS lattice filters

A new approach to characterizing the stability of adaptive filters is presented. The notion of constrained-input/constrained-output (CICO) stability is introduced as a generalization of the standard notion of bounded-input/bounded-output (BIBO) stability. This new notion involves a set of constraints on the filter data (i.e., signals and parameters) that, unlike boundedness, are specific to the filter in consideration. The set of all data that satisfy the constraints is the feasibility domain of the adaptive filter. The feasibility domain of two particular adaptive filters is established: (i) the normalized recursive-least-squares (RLS) lattice, and (ii) the unnormalized RLS lattice/.<
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