RLS lattice and circular lattice with real time variable sliding-window length

The recursive-least-squares (RLS) sliding-window lattice is extended and completed by including the functions of real-time window-length decrement and increment based on vector-space geometric projections. Such capabilities improve the tracking performance of the filter for time-varying signals with different rates of variation by eliminating poor data and incorporating good data in the memory. An RLS circular lattice with real-time variation of the sliding-window length is developed for scalar processing of multivariate time-varying signals. Computer simulation results have verified that better filter tracking capability has been obtained in adaptive prediction of one- and two-dimensional time-varying signals