A gradient adaptive step size algorithm for IIR filters

The output error method, a fundamental technique for the updating of the coefficients of an adaptive IIR filter, is modified by introducing a time varying step size. The adaptation of this term is based on a gradient descent technique. This scheme can be considered as an extension of the algorithms presented in Benveniste et al. (1990) and Mathews et al. (1993) to IIR filters. The novel algorithm does not require any a priori knowledge of the statistical characteristics of the input signal and the unknown channel, since its step size converges automatically to its optimal value. This algorithm has the ability to converge in time-varying environments, which makes it suitable for processing of nonstationary signals.