A numerically efficient adaptive filter algorithm with varying step size by the error

A numerically efficient modification of a variable step size LMS (Least Mean Squares) algorithm is proposed. This proposed algorithm is very simple in calculation and has a variable step size adjusted by the filter output error. Its additional computational burden with respect to the conventional LMS algorithm is only two multiplications, two substraction, an addition and some bit operations. In a simulation example, it is shown that the proposed algorithm has not only the faster convergence rate but also less misadjustments in the environment of highly nonstationary and correlated data.