Simplified Newton-type adaptive estimation algorithms
A new adaptive estimation algorithm is presented. It is the result of a combination of the LMS and the fast Newton transversal filters (FNTF) class. The main characteristic of the proposed algorithm is its improved convergence rate as compared to LMS, for cases where it is known that LMS behaves poorly. This improved characteristic is achieved in expense of a slight increase in the computational complexity while the overall algorithmic structure is very simple (LMS type). The proposed algorithm seems also to compare relatively well against RLS and FNTF.