Geodesic
LMS-Newton adaptive filtering using FFT-based conjugate gradient iterations
Electronic transactions on numerical analysis, Tome 4 (1996), pp. 14-36.

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Summary: In this paper, we propose a new fast Fourier transform (FFT) based LMS-Newton (LMSN) adaptive filter algorithm. At each adaptive time step t, the nth-order filter coefficients are updated by using the inverse of an n-by-n Hermitian, positive definite, Toeplitz operator T (t).
Classification : 65F10
Keywords: LMS-Newton adaptive filter algorithm, finite impulse response filter, Toeplitz matrix, circulant matrix, preconditioned conjugate gradient method, fast Fourier transform 
@article{ETNA_1996__4__a9,
     author = {Ng, Michael K. and Plemmons, Robert J.},
     title = {LMS-Newton adaptive filtering using {FFT-based} conjugate gradient iterations},
     journal = {Electronic transactions on numerical analysis},
     pages = {14--36},
     publisher = {mathdoc},
     volume = {4},
     year = {1996},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1996__4__a9/}
}
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%A Plemmons, Robert J.
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%D 1996
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%F ETNA_1996__4__a9
Ng, Michael K.; Plemmons, Robert J. LMS-Newton adaptive filtering using FFT-based conjugate gradient iterations. Electronic transactions on numerical analysis, Tome 4 (1996), pp. 14-36. http://geodesic.mathdoc.fr/item/ETNA_1996__4__a9/