Adaptive spectral estimation based on an EXP model

In this paper, a new adaptive filter algorithm is proposed. The adaptive filter is based on the exponential (EXP) filter. Since it has been proved that the EXP filter has an infinite impulse response, this adaptive filter is appropriate to replace the IIR adaptive filter which is based on an irrational form. To speed up the convergence, we use a similar approach as in the RLS method.