Recursive Least-Squares Algorithms for the Identification of Low-Rank Systems

Abstract

The recursive least-squares (RLS) adaptive filter is an appealing choice in many system identification problems. The main reason behind its popularity is its fast convergence rate. However, this algorithm is computationally very complex, which may make it useless for the identification of long length impulse responses, like in echo cancellation. Computationally efficient versions of the RLS algorithm, like those based on the dichotomous coordinate descent (DCD) iterations or QR decomposition techniques, reduce the complexity, but still have to face the challenges related to long length adaptive filters (e.g., convergence/tracking capabilities). In this paper, we focus on a different approach to improve the efficiency of the RLS algorithm. The basic idea is to exploit the impulse response decomposition based on the nearest Kronecker product and low-rank approximation. In other words, a high-dimension system identification problem is reformulated in terms of low-dimension problems, which are combined together. This approach was recently addressed in terms of the Wiener filter, showing appealing features for the identification of low-rank systems, like real-world echo paths. In this paper, besides the development of the RLS algorithm based on this approach, we also propose a variable regularized version of this algorithm (using the DCD method to reduce the complexity), with improved robustness to double-talk. Simulations are performed in the context of echo cancellation and the results indicate the good performance of these algorithms.