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Robust Quasi-Newton Adaptive Filtering Algorithms
2011
IEEE Transactions on Circuits and Systems - II - Express Briefs
Two robust quasi-Newton (QN) adaptive filtering algorithms that perform well in impulsive-noise environments are proposed. The new algorithms use an improved estimate of the inverse of the autocorrelation matrix and an improved weight-vector update equation, which lead to improved speed of convergence and steady-state misalignment relative to those achieved in the known QN algorithms. A stability analysis shows that the proposed algorithms are asymptotically stable. The proposed algorithms
doi:10.1109/tcsii.2011.2158722
fatcat:unnzbxavlnfvlpw7lipuu37gm4