A Modified RLS Algorithm for Second-Order Volterra Filter

A fast RLS algorithm for second-order Volterra filter is analyzed. And the contradiction between speed and accuracy of convergence is revealed. The modified RLS algorithm is presented by substituting constant forgetting-factor with function of forgetting-factor constructed in this paper. The rules for constructing forgetting-factor function and the method for selecting parameters is discussed. Finally, a numerical example shows that the modified RLS algorithm result in faster convergence speed by solving the contradiction between speed and accuracy.