Reduced-rank adaptive filtering based on joint iterative optimization of adaptive filters

This letter proposes a novel adaptive reduced-rank filtering scheme based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that forms the projection matrix and an adaptive reduced-rank filter that operates at the output of the bank of filters. We describe minimum mean-squared error (MMSE) expressions for the design of the projection matrix and the reduced-rank filter and low-complexity normalized least-mean squares (NLMS) adaptive algorithms for its efficient implementation. Simulations for an interference suppression application show that the proposed scheme outperforms in convergence and tracking the state-of-the-art reduced-rank schemes at significantly lower complexity.