Lattice algorithms for recursive least squares adaptive second-order Volterra filtering

This paper presents two computationally efficient recursive least-squares (RLS) lattice algorithms for adaptive nonlinear filtering based on a truncated second-order Volterra system model. The lattice formulation transforms the nonlinear filtering problem into an equivalent multichannel, linear filtering problem and then generalizes the lattice solution to the nonlinear filtering problem. One of the algorithms is a direct extension of the conventional RLS lattice adaptive linear filtering algorithm to the nonlinear case. The other algorithm is based on the QR decomposition of the prediction error covariance matrices using orthogonal transformations. Several experiments demonstrating and comparing the properties of the two algorithms in finite and “infinite” precision environments are included in the paper. The results indicate that both the algorithms retain the fast convergence behavior of the RLS Volterra filters and are numerically stable