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A fast RLS-algorithm for linearly constrained adaptive filtering of nonstationary signals

V. I. Djigan

Abstract


A fast RLS-algorithm of multichannel adaptive filtering with a sliding window and linear constraints is suggested. The algorithm represents a fast (effective in the computational sense) version of the similar RLS-algorithm based on the inverse QR-decomposition. A peculiar feature of the algorithm is absence of square root operations in it.

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References


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DOI: https://doi.org/10.3103/S073527270502010X

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