Recursive Least Squares Filter - Normalized Lattice Recursive Least Squares Filter (NLRLS)

Normalized Lattice Recursive Least Squares Filter (NLRLS)

The normalized form of the LRLS has fewer recursions and variables. It can be calculated by applying a normalization to the internal variables of the algorithm which will keep their magnitude bounded by one. This is generally not used in real-time applications because of the number of division and square-root operations which comes with a high computational load.

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