Efficient algorithms and structures for lagged least squares (LS) FIR filters in the case of prewindowed signals

The purpose of this paper is to provide a brief overview of the algorithms and structures which can be used in connection with ℓ - lag FIR filtering. A number of existing efficient algorithms from the zero - lag problem are generalized here, to be applied to the ℓ - lag case. Both direct and lattice - ladder structures are considered. Four different families of techniques are discussed: time recursive, order recursive, lattice - ladder and "recursive in lag". The unified approach used in this paper for the derivation of the algorithms permits the underlining of the relationships among the variables appearing in the four families of recursive schemes discussed. The "prewindowing" assumption is used throughout.