A Recursive Least-Squares with a Time-Varying Regularization Parameter

Recursive least-squares (RLS) algorithms are widely used in many applications, such as real-time signal processing, control and communications. In some regularization of the provides robustness enhances performance. Interestingly, updating parameter processing data continuously time is a desirable strategy to improve performance applications beamforming. While presented works literature assume non-time-varying regularized RLS (RRLS) techniques, this paper deals with time-varying RRLS varies during update. The proposes novel efficient technique that uses an approximate recursive formula, assuming slight variation provide low-complexity update method. Simulation results illustrate feasibility derived formula superiority over fixed one.