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A simple model characterizing the convergence properties of an adaptive digital lattice filter using gradient algorithms has been reported . This model is extended to the least mean square (LMS) lattice joint process estimator , and to the least squares (LS) lattice and "fast" Kalman algorithms  -. The models in each case are compared with computer simulation. The single-stage LMS lattice analysis presented in  is also applied to the LS lattice. Results indicate that for stationary inputs, the LMS lattice and LS algorithms exhibit similar behavior.
Acoustics, Speech and Signal Processing, IEEE Transactions on (Volume:31 , Issue: 2 )
Date of Publication: Apr 1983