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A fast RLS transversal filter for adaptive linear phase filtering
Author(s) -
Slock Dirk T. M.,
Kailath Thomas
Publication year - 1988
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480020302
Subject(s) - transversal (combinatorics) , initialization , weighting , recursive least squares filter , adaptive filter , filter (signal processing) , control theory (sociology) , algorithm , constraint (computer aided design) , linear phase , phase (matter) , computer science , tracking (education) , kernel adaptive filter , sequence (biology) , least mean squares filter , filter design , mathematics , artificial intelligence , pedagogy , mathematical analysis , chemistry , genetics , biology , psychology , geometry , control (management) , computer vision , radiology , programming language , medicine , organic chemistry
A fast transversal filter algorithm is presented for the adaptive recursive least‐squares design of filters with linear phase. Connections with a popular method of spectrum estimation are explored. The algorithm is derived in a new framework, for the prewindowed given data case. Exact and soft‐constraint initialization are discussed and an improved rescue procedure is proposed. Data sequence weighting is introduced to allow for arbitrarily time‐varying weighting strategies, facilitating the tracking of arbitrarily non‐stationary phenomena.