A row-action projection algorithm for adaptive filtering

A fast, stable adaptive algorithm, the row-action projection (RAP) algorithm, that is amenable to a wide range of signal processing applications is presented. Many problems in signal processing can be formulated as a regression parameter estimation problem, yielding a system of linear equations which is generally inconsistent and ill-conditioned. Problems formulated in this way include autoregressive speech modeling, spectrum estimation, array processing, and channel equalization. The algorithm iteratively estimates the unknown coefficients by using each equation of the system more than once. Simulation results are presented that show the stable performance of the RAP algorithm