Inferensys

Glossary

Recursive Least Squares (RLS)

An adaptive filtering algorithm that recursively updates predistorter coefficients by minimizing a weighted linear least squares cost function, offering faster convergence than simpler gradient-based methods.
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ADAPTIVE FILTERING

What is Recursive Least Squares (RLS)?

An adaptive algorithm that recursively updates predistorter coefficients by minimizing a weighted linear least squares cost function, offering faster convergence than simpler gradient-based methods.

Recursive Least Squares (RLS) is an adaptive filtering algorithm that recursively finds the coefficients minimizing a weighted linear least squares cost function of the error signal. Unlike the Least Mean Squares (LMS) algorithm, RLS converges significantly faster by utilizing all available input data from the start of the process, making it ideal for tracking time-varying systems like power amplifier behavior.

The algorithm updates its inverse correlation matrix estimate at each iteration using the matrix inversion lemma, achieving rapid convergence at the cost of higher computational complexity—$O(N^2)$ versus $O(N)$ for LMS. A forgetting factor exponentially weights past data, enabling the predistorter to track dynamic changes in amplifier nonlinearity due to thermal drift or signal statistics.

Adaptive Coefficient Estimation

Key Characteristics of RLS

Recursive Least Squares (RLS) is a deterministic, high-performance adaptive filtering algorithm that provides rapid convergence for time-varying systems. Unlike stochastic gradient methods, RLS minimizes a deterministic weighted least squares cost function at every iteration.

01

Exponential Forgetting Factor

The forgetting factor (λ) is the critical tuning parameter that weights recent data more heavily than past observations. A value close to 1 (e.g., 0.999) provides a long memory suitable for quasi-static channels, while a smaller value (e.g., 0.95) enables rapid tracking of fast-changing power amplifier thermal dynamics. The effective memory window is approximately 1/(1-λ) samples, allowing engineers to explicitly trade steady-state misadjustment against tracking agility.

02

Matrix Inversion Lemma Efficiency

RLS avoids explicit matrix inversion at each step by applying the Woodbury matrix identity to recursively update the inverse of the input autocorrelation matrix. This reduces the computational complexity from O(N³) for direct inversion to O(N²) per iteration, where N is the number of predistorter coefficients. For a memory polynomial with 50 basis functions, this transforms an impractical real-time operation into a feasible one for FPGA-based DPD implementations.

03

Deterministic Convergence Guarantee

Unlike Least Mean Squares (LMS) algorithms that converge stochastically, RLS minimizes the exact cumulative squared error up to the current time instant. This deterministic cost function ensures:

  • Convergence in approximately 2N iterations, independent of the input signal's eigenvalue spread
  • Insensitivity to the conditioning of the basis function matrix
  • Superior performance when linearizing wideband signals where the input correlation matrix is ill-conditioned
04

Initialization and Regularization

The inverse correlation matrix is typically initialized as P(0) = δ⁻¹I, where δ is a small positive constant. This diagonal loading acts as implicit regularization, preventing numerical instability during the first few iterations when the data matrix is rank-deficient. For online DPD training, this initialization ensures the algorithm remains stable even before sufficient signal samples have been collected to fully excite all Volterra kernel dimensions.

05

Computational Trade-offs vs. LMS

While RLS converges an order of magnitude faster than LMS, it incurs significantly higher computational cost:

  • LMS: O(N) multiplications per iteration
  • RLS: O(N²) multiplications per iteration For a Generalized Memory Polynomial (GMP) with 200 coefficients, RLS requires approximately 40,000 operations per sample. This often necessitates QR-decomposition (QRD-RLS) systolic array implementations in hardware to parallelize the computation and maintain throughput for 5G NR wideband signals.
06

Application in Indirect Learning Architecture

In the Indirect Learning Architecture (ILA) for DPD, RLS is employed to identify the postdistorter coefficients by minimizing the error between the attenuated PA output and the predistorter input. The algorithm's fast convergence is particularly advantageous during burst-mode transmission or when the PA characteristics shift rapidly due to thermal memory effects. Once converged, the postdistorter coefficients are copied directly to the predistorter block.

ADAPTIVE ALGORITHM COMPARISON

RLS vs. LMS: Convergence and Complexity

Performance and computational trade-offs between Recursive Least Squares and Least Mean Squares for real-time coefficient estimation.

FeatureRecursive Least Squares (RLS)Least Mean Squares (LMS)Normalized LMS (NLMS)

Convergence Speed

Very Fast (order of 2M iterations)

Slow (signal-dependent)

Moderate (improved over LMS)

Steady-State Misadjustment

Low

Higher (gradient noise)

Moderate

Computational Complexity per Iteration

O(M²)

O(M)

O(M)

Sensitivity to Eigenvalue Spread

Insensitive

Highly Sensitive

Reduced Sensitivity

Numerical Stability

Requires monitoring (potential divergence)

Inherently stable

Inherently stable

Forgetting Factor Mechanism

Memory Requirement

High (stores inverse correlation matrix)

Minimal

Minimal

Typical DPD Application

Rapid initial acquisition, tracking fast-changing PA dynamics

Steady-state tracking in stable thermal conditions

Tracking with variable input power levels

RLS ALGORITHM INSIGHTS

Frequently Asked Questions

Explore the core mechanics and practical considerations of the Recursive Least Squares algorithm for adaptive digital predistortion coefficient estimation.

The Recursive Least Squares (RLS) algorithm is an adaptive filtering technique that recursively updates predistorter coefficients by minimizing a weighted linear least squares cost function. Unlike batch methods that process an entire data block, RLS computes a new coefficient vector with each incoming sample. It works by iteratively updating the inverse of the input signal's autocorrelation matrix using the matrix inversion lemma, which avoids costly full matrix inversions. A forgetting factor (λ, typically 0.95–0.999) exponentially weights past data, giving more importance to recent samples. This allows the algorithm to track time-varying power amplifier nonlinearities caused by temperature drift, aging, or changing signal statistics. The update consists of three core steps: computing the Kalman gain vector, calculating the a priori estimation error, and updating the coefficient vector. RLS converges in approximately 2M iterations, where M is the number of coefficients, making it an order of magnitude faster than gradient-based methods like LMS.

Prasad Kumkar

About the author

Prasad Kumkar

CEO & MD, Inference Systems

Prasad Kumkar is the CEO & MD of Inference Systems and writes about AI systems architecture, LLM infrastructure, model serving, evaluation, and production deployment. Over 5+ years, he has worked across computer vision models, L5 autonomous vehicle systems, and LLM research, with a focus on taking complex AI ideas into real-world engineering systems.

His work and writing cover AI systems, large language models, AI agents, multimodal systems, autonomous systems, inference optimization, RAG, evaluation, and production AI engineering.