Adaptive Laguerre-lattice filters

Adaptive Laguerre-based filters prov ide an attractive alternative to adaptive FIR filters in the sense that they require fen er parameters to model a linear time-invariant system with a long impulse response. We present an adaptive Laguerre lattice structure that combines the desirable features of the Laguerre structure (i.e., guaranteed stability, unique global minimum, and small number of parameters M for a prescribed level of modelling error) with the numerical robustness and low computational complexity of adaptive FIR lattice structures. The proposed configuration is based on an extension to the IIR case of the FIR lattice filter; it is a cascade of identical sections but with a single-pole all-pass filter replacing the delay element used in the conventional (FIR) lattice filter. We utilize this structure to obtain computationally efficient adaptive algorithms (O(M) computations per time instant). Our adaptive Laguerre-lattice filter is an extension of the gradient adaptive lattice (GAL) technique, and it demonstrates the same desirable properties, namely, 1) excellent steady-state behavior, 2) relatively fast initial convergence (comparable with that of an RLS algorithm for Laguerre structure), and good numerical stability. Simulation results indicate that for systems with poles close to the unit circle, where an (adaptive) FIR model of very high order would be required to meet a prescribed modelling error, an adaptive Laguerre-lattice model of relatively low order achieves the prescribed bound after just a few updates of the recursions in the adaptive algorithm.