Quantification of whitening effects in adaptive filtering

The authors propose a scheme for whitening a signal spectrum in a time-recursive manner. They present a detailed theoretical analysis of the proposed scheme and derive a set of equations referred to as the (A-K) normal equations. The authors also derive a figure of merit which provides a useful measure of the degree of whitening attained by a system at a given instant of time. In the special case when the time index is fixed, the proposed scheme reverts to existing fixed whitening schemes, with the proposed theory being applicable to such schemes.<>