Fast algorithms for the adaptation of multidimensional whitening filters

Iterative algorithms are proposed for the adaptation of multichannel whitening filters (WFs) of triangular structure with a high speed of convergence. Particular consideration is given to the use of the maximum likelihood method to estimate the weight coefficients of WFs. A relationship is established between the whitening procedures and the direct inversion of the sampling covariance matrix. The possibilities of the algorithms are illustrated by digital-simulation results.