Robust Recursive Least-Squares Adaptive-Filtering Algorithm for Impulsive-Noise Environments

A new robust recursive least-squares (RLS) adaptive filtering algorithm that uses a priori error-dependent weights is proposed. Robustness against impulsive noise is achieved by choosing the weights on the basis of the L₁ norms of the crosscorrelation vector and the input-signal autocorrelation matrix. The proposed algorithm also uses a variable forgetting factor that leads to fast tracking. Simulation results show that the proposed algorithm offers improved robustness as well as better tracking compared to the conventional RLS and recursive least-M estimate adaptation algorithms.