  In this paper the author proposes to use the Least Squares Lattice filter
with forgetting factor to estimate time-varying parameters of the model for
noise processes. We simulated an Auto-Regressive (AR) noise process in which we
let the parameters of the AR vary in time. We investigate a new way of
implementation of Least Squares Lattice filter in following the non stationary
time series for stochastic process. Moreover we introduce a modified Least
Squares Lattice filter to whiten the time-series and to remove the non
stationarity. We apply this algorithm to the identification of real times
series data produced by recorded voice.
