Problem implementing Fast transversal RLS filter

Started by shomik chakraborty March 15, 2005

Dear Sir(s),

I am a M.Tech student studying Signal Processing.

I have to implement Fast Transversal RLS filter for my

I implemented the code following Simon Haykin but the
code doesnt work.

The filter weights are updated but they grow

Plus the kalman gain vector weights always remain

the forward linear perdictor is upated in a random
fashion and the backward linear predictor is not
updated at all.

It would be very helpful if you could give me the code
for Fast transversal RLS filter.

Thank you,

Sincerely yours,

Shomik Chakravarty.