Efficient block implementation of exact sequential least-squares problems

An efficient blockwise algorithm, named the block sequential least-squares (BSLS) algorithm, is presented for sequentially solving exact LS problems in real time. The information is carried from block to block by iterating some correlation vectors. The average operations of the BSLS are fewer than sample-by-sample fast RLS algorithms. The BSLS algorithm allows efficient use of the FFT technique to make gains in computational complexity savings. It is shown that the new algorithm can provide improved numerical features over the existing fast-RLS algorithms due to the new adaptation version.<<ETX>>