Gradient Adaptive Laguerre Lattice Filter

Single pole order recursive gradient adaptive lattice filter

Implements the order recursive adaptive laguerre filter from Fejzo and Lev-Ari (1997). Advantages:

*Fewer parameter to model than FIR filters modeling long impulse responses

*guaranteed stability, unique global minimum, small number of parameter for prescribed modelling error

*numerically robust & and low computational complexity ( O(M) ).

*Fast convergence (RLS equivalent) with no apriori learning rate required

*Order recursive, so filter coefficients are uncorrelated with each other, allowing for modular implementation.

Setting the pole parameter to 0 yields the standard classical gradient adaptive FIR algorithm.

Includes simple example on cross-talk resistant echo cancellation to show how to use it.