Adaptive Second Order Volterra Filtering Based on an H Criterion
This paper presents an adaptive Volterra filter implementation based on an exponentially weighted a posteriori H filtering algorithm. Its fast array form is immediately obtained by following the derivation of the fast multichannel RLS filter. Also the steady state performance of the H Volterra filter is analyzed by using an approximate expression for its excess mean square errors. Several numerical examples show that the H Volterra filter could achieve a balance between convergence and tracking capability when its attenuation parameter is chosen adequately.