A New Multiple Order Multichannel Fast QRD Algorithm and its Application to Non-linear System Identification

Abstract

Multichannel versions of the Fast QRD-RLS algorithms have been mostly addressed in the literature for channels of equal orders. However, in many applications, such as in the case of the Volterra filtering problem, one has to deal with channels of unequal orders. This, along with the fact that the Fast QRD-RLS algorithms based on backward prediction errors are well known for their good numerical behavior and low complexity, has motivated the development of multichannel Fast QRD-RLS algorithms that cope with these cases. This paper presents a new multichannel Fast QRD-RLS algorithm based on a posteriori backward error updating, comprising scalar operations only, that attains both cases of equal and unequal channel orders.