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Least-squares algorithms are the fastest converging algorithms for adaptive signal processors, such as adaptive equalizers. The Kalman, fast Kalman, and adaptive lattice algorithms using a least-squares cost function are investigated and extended to complex, fractionally spaced equalizers. It is shown that, for a typical telephone channel, these algorithms converge roughly three times as fast as the conventional stochastic-gradient technique. We analyze and compute the computational complexities and demonstrate that the fast Kalman algorithm is the most efficient in terms of overall performance.
M. S. Mueller (Thu,) studied this question.
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