A penalty function method for stable IIR adaptive filtering

A penalty function method is introduced to stabilize the parallel IIR (infinite impulse response) adaptive filters. In order to obtain an optimal step size for the adaptation, the input data are processed in a block processing form. A recursive formula is derived for computing the optimal step size, and a conjugate gradient direction is used to obtain a faster convergence. A simplified online algorithm is obtained which is a modification of the recursive least-mean-square algorithm.<>