Robust Quasi-Newton Adaptive Filtering Algorithms

Md. Zulfiquar Ali Bhotto, Andreas Antoniou
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
more » ... rm data-selective adaptation, which significantly reduces the amount of computation required. Simulation results presented demonstrate the attractive features of the proposed algorithms. Index Terms-Adaptive filters, impulsive noise in adaptive filters, quasi-Newton algorithms, robust adaptation algorithms.
doi:10.1109/tcsii.2011.2158722 fatcat:unnzbxavlnfvlpw7lipuu37gm4