Numerically stable RLS algorithms for time‐varying signals

One reason that recursive least-squares (RLS) algorithms are not used as widely as LMS algorithms is an instability problem resulting from finite precision errors in the calculations; leaky LMS algorithms that are numerically stable have been proposed in the LMS literature. In this paper, we offer a new RLS criterion that includes a strong parameter energy factor. Experiments show that adaptive algorithms that meet this criterion are numerically more stable than conventional RLS algorithms. © 1999 Scripta Technica, Electron Comm Jpn Pt 3, 82(4): 26–37, 1999