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.