A new QRD-based block adaptive algorithm

In this paper we present a new robust adaptive algorithm. It is derived from the standard QR decomposition based RLS (QRD-RLS) algorithm by introducing a non-orthogonal transform into the update recursion. Instead of updating an upper triangular matrix, as it is the case for the QRD-RLS, we adapt an upper triangular block diagonal matrix. The complexity of the algorithm, thus obtained, varies from O(N²) to O(N) when the size of the diagonal blocks decreases. Simulations of the new algorithm have shown a better robustness than the standard QRD-based algorithm in the context of multichannel adaptive filtering with highly inter-correlated channels