When do I use an RLS adaptive filter?

Abstract

This tutorial compares the use of Recursive least Squares (RLS) adaptive algorithms with the use of the more common Least-Mean-Square (LMS) adaptive algorithm. The conditions under which some improvement will result from the use of the RLS algorithms are presented in a simple, rule-of-thumb, form. The conditions under which use of RLS results in no improvement are also stated in a simple manner, so that a system designer can readily determine whether to expect some improvement from RLS without tedious simulations or calculations. Several simulation results are presented to verify the simple rules.