Efficient least squares adaptive algorithms for FIR transversal filtering
A unified view of algorithms for adaptive transversal FIR filtering and system identification has been presented. Wiener filtering and stochastic approximation are the origins from which all the algorithms have been derived, via a suitable choice of iterative optimization schemes and appropriate design parameters. Following this philosophy, the LMS algorithm and its offspring have been presented and interpreted as stochastic approximations of iterative deterministic steepest descent optimization schemes. On the other hand, the RLS and the quasi-RLS algorithms, like the quasi-Newton, the FNTN, and the affine projection algorithm, have been derived as stochastic approximations of iterative deterministic Newton and quasi-Newton methods. Fast implementations of these methods have been discussed. Block-adaptive, and block-exact adaptive filtering have also been considered. The performance of the adaptive algorithms has been demonstrated by computer simulations.