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In this project, we extend the use of methods of least squares to find a recursive algorithm solution of adaptive transversal filter. Given the LS solution at any time instant n-1, we find the solution at time n recursively using past solution and newly arrived data. This algorithm is known as Recursive Least Squares (RLS) algorithm. We show the convergence rate of RLS algorithm is faster than LMS algorithm by comparing the learning curves of two algorithms for specified channel response. |
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