Robust Data-Reuse Regularized Recursive Least-Squares Algorithms for System Identification Applications

The recursive least-squares (RLS) algorithm stands out as an appealing choice in adaptive filtering applications related to system identification problems. This algorithm is able to provide a fast convergence rate for various types of input signals, which represents its main asset. In the current paper, we focus on the regularized version of the RLS algorithm, which also owns improved robustness in noisy conditions. Since convergence and robustness are usually conflicting criteria, the data-reuse technique is used to achieve a proper compromise between these performance features. In this context, we develop a computationally efficient approach for the data-reuse process in conjunction with the regularized RLS algorithm, using an equivalent single step instead of multiple iterations (for data-reuse). In addition, different regularization techniques are involved, which lead to variable-regularized algorithms, with time-dependent regularization parameters. This allows a better control in different challenging conditions, including noisy environments and other external disturbances. The resulting data-reuse regularized RLS algorithms are tested in the framework of echo cancellation, where the obtained results support the theoretical findings and indicate the reliable performance of these algorithms.