Recursive inverse adaptive filtering algorithm

In this paper, a new FIR adaptive filtering algorithm is introduced. This algorithm is based on the Quasi-Newton (QN) optimization algorithm. The approach uses a variable step-size in the coefficient update equation that leads to an improved performance. The simulation results show that the algorithm has very similar performance to the Robust Recursive Least Squares Algorithm (RRLS) while performing better than the Transform Domain LMS with Variable Step-Size (TDVSS) in stationary environments. The algorithm is tested in Additive White Gaussian Noise (AWGN) and Correlated Noise environments.

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