An unwindowed (or covariance) multichannel lattice filter for recursive least-squares estimation is derived. The channels are orthogonalized to eliminate the need for matrix inversion. The channel-orthogonalization process leads to forward-propagating and backward-propagating blocks in both the lattice filter and the model-parameter construction algorithm. These blocks are particularly suitable for array processing, as illustrated by arrays presented in the paper.
['Shyh-Biau Jiang', 'Sharon Gibson']
An unwindowed multichannel lattice filter with orthogonal channels