Continuous-time discrete-order lattice filters

A recursive-least-squares (RLS) adaptive lattice algorithm for processing of continuous-time signals is presented. It has the same structure as the discrete-time RLS lattice, namely a cascade of two-input/two-output sections with a single delay-element per section. However, while the discrete-time scheme involves a fundamental unit of time (i.e., the sampling period of the signal), which determines both the duration of the delay and the rate of gain updating, our scheme involves a delay of arbitrary duration and continuously-varying gains. The rate of parameter updating in the continuous-time lattice configuration is essentially independent of the bandwidth and center frequency of the processed signal. Consequently, the gain-update module of the proposed algorithm can be implemented with slow devices (or with digital hardware), whereas the signal-path filter must match the frequency characteristics of the processed signal.