Harteneck, Stewart: Adaptive Iir Filtering Using Qr Matrix Decomposition

In this paper an approach to adaptive IIR ltering based on a pseudo-linear regression and applying an iterative QR matrix decomposition is developed. In simulations, the algorithm has shown a high stability and excellent convergence properties. The derivation of the IIR-QR adaptive lter is straightforward and the computational complexity of the algorithm is comparable to the FIR-QR adaptive algorithm of same order and less than gradient based adaptive IIR lters such as the simpliied-gradient recursive prediction error (RPE) algorithm. Fast versions of O(N) computational complexity are readily available.