Recursive Fixed-Order Covariance Least-Squares Algorithms

Computationally efficient recursive Least-Squares (LS) algorithms have recently attracted attention in applications such as adaptive equalization,1"4 echo cancellation,5 and speech analysis and synthesis6,7 because of their fast convergence properties when compared to older least-mean-square or gradient adaptation techniques.8-10 Since the work on computationally efficient LS algorithms by Morf and others first appeared in Refs. 11 and 12, numerous papers have followed that produce computationally efficient algoritHms that solve different types * AT&T Information Systems. °Copyright 1983, American Telephone & Telegraph Company. Photo reproduction for noncommercial use is permitted without payment of royalty provided that each reproduction is done without alteration and that the Journal reference and copyright notice are included on the first page. The title and abstract, but no other portions, of this paper may be copied or distributed royalty free by computer-based and other information-service systems without further permission. Permission to reproduce or republish any other portion of this paper must be obtained from the Editor.