A numerically efficient and stable algorithm is developed to adaptively filter multiple input channels into desired multiple output channels. The algorithm is a type of adaptive lattice filter that employs a fast orthogonalization network (FON) algorithm for numerical efficiency. Past researchers have concentrated on developing efficient lattice algorithms to process stationary input channels; i.e., the input covariance matrix is Toeplitz in form. The algorithm developed herein is designed to adaptively filter nonstationary input channels. Various implementations of the FON algorithm are given.
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K. Gerlach (1986) studied this question.
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