A two-dimensional fast lattice recursive least squares algorithm

This paper is mainly devoted to the derivation of a new two-dimensional fast lattice recursive least squares (2-D FLRLS) algorithm. This algorithm updates the filter coefficients in growing-order form with a linear computational complexity, After appropriately defining the ''order'' of 2-D data and exploiting the relation with 1-D multichannel, ''order'' recursion relations and shift invariance property are derived. The geometrical approaches of the vector space and the orthogonal projection then can be used for solving this 2-D prediction problem. We examine the performances of this new algorithm in comparison with other fast algorithms.