QRD-Based Lattice Filter Algorithms.

A new lattice filter algorithm for adaptive filtering is presented. In common with other lattice algorithms for adaptive filtering, this algorithm only requires 0(p) operations for the solution of a p-th order problem. The algorithm is derived from the QR-decomposition (QRD) based recursive least squares minimisation algorithm and hence is expected to have superior numerical properties compared with other fast algorithms. This algorithm contains within it a new algo-rithm for solving the least squares linear prediction problem. The algorithms are presented in two forms: one that in-volves taking square-roots and one that does not. Some preliminary computer simulation results are presented that in-dicate that the output residuals produced by the new, fast adaptive filtering algorithm are in good agreement with those from the more established, 0(p²) QRD recursive least squares minimisation algorithm.