Recursive least-squares with forgetting factor lam and initial
inverse-correlation P0 = delta * I. Faster convergence than LMS
at the cost of O(order^2) per sample.
Usage
morie_dsp_rls(x, d, order = 16L, lam = 0.99, delta = 100)
Arguments
- x
Input (reference) vector.
- d
Desired vector, same length as x.
- order
Filter order (taps). Default 16.
- lam
Forgetting factor in (0, 1]. Default 0.99.
- delta
Initial P diagonal. Default 100.
References
Rangayyan & Krishnan (2015), Ch. 3, sec. 3.6;
Haykin (2002).