The Generalized Sliding-Window recursive least-squares lattice filter

The Generalized Sliding-Window Fast Transversal Filter (GSWFTF) is an extension of the exponentially weighted fast RLS algorithm, which inherits its rapid convergence while featuring the desired robustness of affine projection algorithms. Motivated by the numerical difficulties typical from such adaptive transversal realizations, we develop the lattice version of the GSWRLS. Our simulations show significant improvement on stability compared to the GSWFTF and the classical, sliding-window RLS lattice recursions. The new order-recursive filter exhibits the best of both robust and fast converging algorithms, without showing divergence over millions of iterations.