The recursive least-squares (RLS) adaptive filter is an appealing choice in many system identification problems. The main reason behind its popularity is its fast convergence rate. However, this algorithm is computationally very complex, which may make it useless for the identification of long length impulse responses, like in echo cancellation. Computationally efficient versions of the RLS algorithm, like those based on the dichotomous coordinate descent (DCD) iterations or QR decomposition techniques, reduce the complexity, but still have to face the challenges related to long length adaptive filters (e.g., convergence/tracking capabilities). In this paper, we focus on a different approach to improve the efficiency of the RLS algorithm. The basic idea is to exploit the impulse response decomposition based on the nearest Kronecker product and low-rank approximation. In other words, a high-dimension system identification problem is reformulated in terms of low-dimension problems, which are combined together. This approach was recently addressed in terms of the Wiener filter, showing appealing features for the identification of low-rank systems, like real-world echo paths. In this paper, besides the development of the RLS algorithm based on this approach, we also propose a variable regularized version of this algorithm (using the DCD method to reduce the complexity), with improved robustness to double-talk. Simulations are performed in the context of echo cancellation and the results indicate the good performance of these algorithms.

Tensor-based signal processing methods are usually employed when dealing with multidimensional data and/or systems with a large parameter space. In this paper, we present a family of tensor-based adaptive filtering algorithms, which are suitable for high-dimension system identification problems. The basic idea is to exploit a decomposition-based approach, such that the global impulse response of the system can be estimated using a combination of shorter adaptive filters. The algorithms are mainly tailored for multiple-input/single-output system identification problems, where the input data and the channels can be grouped in the form of rank-1 tensors. Nevertheless, the approach could be further extended for single-input/single-output system identification scenarios, where the impulse responses (of more general forms) can be modeled as higher-rank tensors. As compared to the conventional adaptive filters, which involve a single (usually long) filter for the estimation of the global impulse response, the tensor-based algorithms achieve faster convergence rate and tracking, while also providing better accuracy of the solution. Simulation results support the theoretical findings and indicate the advantages of the tensor-based algorithms over the conventional ones, in terms of the main performance criteria.

Modern solutions for system identification problems employ multilinear forms, which are based on multiple-order tensor decomposition (of rank one). Recently, such a solution was introduced based on the recursive least-squares (RLS) algorithm. Despite their potential for adaptive systems, the classical RLS methods require a prohibitive amount of arithmetic resources and are sometimes prone to numerical stability issues. This paper proposes a new algorithm for multiple-input/single-output (MISO) system identification based on the combination between the exponentially weighted RLS algorithm and the dichotomous descent iterations in order to implement a low-complexity stable solution with performance similar to the classical RLS methods.

The identification of long-length impulse responses represents a challenge in the context of many applications, like echo cancellation. Recently, the problem has been addressed in the framework of low-rank systems, using a decomposition of the impulse response based on the nearest Kronecker product and low-rank approximations. As a result, the original system identification problem that involves a long-length finite impulse response filter is reshaped as a combination of two (much) shorter filters, which leads to significant advantages. In this context, the benchmark Wiener filter can be formulated in terms of an iterative algorithm, where the estimates of the two component filters are sequently updated. However, matrix inversion operations are required within this algorithm. In this article, we develop a new version of the decomposition-based iterative Wiener filter, which relies on the conjugate gradient (CG) method and avoids matrix inversion. Simulations performed in the framework of echo cancellation indicate the good performance of the proposed solution, which outperforms the conventional Wiener filter (implemented using CG updates) and inherits the advantages of the decomposition-based approach.

Stereophonic audio devices employ two loudspeakers and two microphones in order to create a bidirectional sound effect. In this context, the stereophonic acoustic echo cancellation (SAEC) setup requires the estimation of four echo paths, each one corresponding to a loudspeaker-to-microphone pair. The widely linear (WL) model was proposed in recent literature in order to simplify the handling of the SAEC mathematical model. Moreover, low complexity recursive least- squares (RLS) adaptive algorithms were developed within the WL framework and successfully tested for SAEC scenarios. This paper proposes to apply a data-reuse (DR) approach for the combination between the RLS algorithm and the dichotomous coordinate descent (DCD) iterative method. The resulting WL-DR-RLS-DCD algorithm inherits the convergence properties of the RLS family and requires an amount of mathematical operations attractive for practical implementations. Simulation results show that the DR approach improves the tracking capabilities of the RLS-DCD algorithm, with an acceptable surplus in terms of computational workload.

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.