Adaptive linear filtering using interior point optimization techniques

We propose a novel approach for the linear adaptive filtering problem using techniques from interior point optimization. The main idea is to formulate a feasibility problem at each iteration and obtain as an estimate a filter near the center of the feasible region. It is shown, under some mild conditions, that this algorithm generates a sequence of filters converging to the optimum linear filter at the rate O(1/n), where n is the number of data …