A block quasi-Newton algorithm implemented in the frequency domain
A new block adaptive filtering algorithm is derived. The algorithm belongs to the quasi-Newton class of algorithms which are known to have superior convergence properties as compared to gradient algorithms. An important feature of the algorithm is that it lends itself to efficient implementation in the frequency domain. The computational complexity of the frequency domain version of the algorithm is comparable to that of the self-orthogonalizing frequency domain block LMS algorithm while it converges at a faster rate. Depending on the input signal this improvement in performance may be significant in some practical cases.