Two-fold normalized square-root Schur RLS adaptive filter

A square-root Schur RLS adaptive filter with two-fold (input and residual) normalization is presented. The algorithm has several attractive features such as a fully systolic structure based on elementary hyperbolic plane rotations. All internal variables are bounded in the unit interval and fully utilize it in successive stages due to an inherent "autoscaling" property of the algorithm. This work extends the previous work of the author in the area of Schur RLS adaptive filtering.<
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