Abstract
We present an order-recursive lattice algorithm for H∞ adaptive filtering. The standard H∞ filter algorithm is expressed in an alternative formula that is closed in a relaxed sense. On the basis of this formula, the algorithm is reformulated as an indefinite least-squares problem that can be solved by a two-dimensional block recursive least-squares (RLS) algorithm. Then an H∞ lattice filter is derived by transforming the block RLS algorithm into its multivariable least-squares lattice form. The resulting computational complexity is still proportional to the filter order, although 2 x 2 matrix computations are involved. The equivalence between the standard H∞ filter and its lattice version is verified by numerical experiments.
