Stable QR decomposition-based EX-RLS algorithms
• Numerically stable QR-based EX-RLS algorithms for real-time adaptive signal processing. • Kalman-equivalent tracking performance preserved under finite-precision constraints. • Robust operation in time-varying DSP applications, including channel tracking and digital predistortion. Extended Recursive Least Squares (EX-RLS) algorithms are widely used in adaptive digital signal processing for tracking rapidly time-varying systems with Kalman-equivalent performance. However, practical digital signal processing implementations—particularly under finite-precision arithmetic and complex-valued data—often suffer from numerical instability and covariance divergence. We introduce two QR-based EX-RLS variants: G-EX-RLS, which uses Givens rotations, and H-EX-RLS, which uses Householder reflectors. These algorithms preserve EX-RLS-like tracking accuracy, prevent covariance collapse and divergence, and maintain O ( m 2 ) complexity when square-root or Taylor-based covariance updates are applied. Simulations with real- and complex-valued signals confirm their robustness: in Rayleigh-fading tracking and in adaptive digital predistortion of a GaN power amplifier driven by a 5G-like OFDM waveform, the proposed variants remain stable in regimes where conventional RLS and EX-RLS fail. These properties make the proposed QR-based EX-RLS algorithms well-suited to real-time adaptive digital signal processing applications that require robust, numerically stable operation in dynamic environments.
Authors
- Claudio A. B. Saunders Filho (ORCID: https://orcid.org/0000-0002-7845-4315)
- António L. L. Ramos (ORCID: https://orcid.org/0000-0002-3584-8701)
- José Antonio Apolinário
- Isaac Macario da Silva de Gouveia
Institutions
- University of South-Eastern Norway (NO)
- Military Institute of Engineering (BR)
Publication Details
- Journal
- Digital Signal Processing
- Published
- 2026-04-15
- DOI
- https://doi.org/10.1016/j.dsp.2026.106170
- Primary Topic
- Advanced Adaptive Filtering Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00