Simplified gradient calculation in adaptive IIR lattice filters

A simplified algorithm is presented for computing the gradient in adaptive IIR (infinite impulse response) lattice filters. For a filter with N zeros and N poles, this algorithm requires only order N computations. Several computer simulations were performed to compare the performance of the proposed O(N ) formulation and the conventional O(N²) formulation, and no difference in their behavior was found. In these simulations the full Hessian and the diagonal Hessian adaptive algorithms were used in a system-identification configuration. It is concluded that the proposed method allows the development of robust adaptive IIR algorithms with a cost proportional to the filter order