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.

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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
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article

Stable QR decomposition-based EX-RLS algorithms

Claudio A. B. Saunders Filho, António L. L. Ramos, José Antonio Apolinário, Isaac Macario da Silva de Gouveia
Digital Signal Processing
Advanced Adaptive Filtering Techniques
article

Stable QR decomposition-based EX-RLS algorithms

Claudio A. B. Saunders Filho, António L. L. Ramos, José Antonio Apolinário, Isaac Macario da Silva de Gouveia
article en

Abstract

• 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.

Digital Signal ProcessingVol. 178
University of South-Eastern Norway (NO), Military Institute of Engineering (BR)
Openalex Percentile: Top 11%
Advanced Adaptive Filtering Techniques
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Stable QR decomposition-based EX-RLS algorithms — Claudio A. B. Saunders Filho, António L. L. Ramos, et al. · Digital Signal Processing (2026) | TGRS Research Map | TGRS