Laguerre filters with adaptive pole optimization

An algorithm for an adaptive Laguerre filter is described. The Laguerre weights are updated using standard RLS. As a new feature the Laguerre pole is adapted at each sampling instant for more flexibility. The additional complexity that is required to calculate the gradient w.r.t. the pole is small. A sign algorithm is used in order to have complete control of the step size with which the Laguerre pole is varied. The step size in the sign algorithm is pole dependent and chosen such that the cumulative transient signal caused by the persistent tuning of the Laguerre pole remains small enough. Also, the step size is chosen such that the Laguerre filter always remains stable. A computer experiment shows that the adaptive filter performs well