The Euclidean direction search algorithm for adaptive filtering

A new least-squares adaptive algorithm, called the Euclidean Direction Search (EDS) algorithm is investigated for applications in fast adaptive filtering. Based on mathematical analysis and computer simulations, the proposed algorithm is shown to be very efficient for adaptive filtering applications such as noise cancellation and channel equalization. The algorithm features an O(N) computational complexity, fast convergence, improved numerical stability and least-squares optimal solution. Its convergence rate is comparable to that of the RLS but at a much lower computational cost