A Nonparametric Variable Forgetting Factor Recursive Least-Squares Algorithm

The forgetting factor is the main control parameter of the recursive least-squares (RLS) algorithm, which is set to balance between the estimate accuracy and the tracking capability. Targeting a better performance compromise, different variable forgetting factor RLS (VFF-RLS) algorithms have been previously developed. Usually, they require additional control mechanisms and/or extra parameters, which are difficult to handle in practice. In this letter, we present an elegant yet practical VFF-RLS algorithm, in the framework of system identification. Simulation results obtained in the context of acoustic echo cancellation indicate its reliable performance.