By using the alternative Kalman gain vector given in Problem 13.8, modify the a priori f...

By using the alternative Kalman gain vector given in Problem 13.8, modify the a priori fast least-squares algorithms given in Tables 13.2 and 13.3, and thus reduce the number of computations.

Refernce of Problem 13.8:

The tap-leaky LMS algorithm proposed by Gitlin, Meadors, and Weinstein (1982) may be expressed as

where is the step size, and is the data vector at time n. Determine the condition for the convergence of the mean value of