An efficient block Newton-type algorithm

Abstract

The algorithm presented in the paper is an exact block processing counterpart of the fast Newton transversal filtering (FNTF) algorithm [Moustakides and Theodorides, 1991]. The main trait of the new algorithm is that the block processing is done in such a way so that the resulting estimates are mathematically equivalent with the respective estimates of the FNTF algorithm. In cases where the involved filter is of medium to long order the new algorithm offers a substantial saving in computational complexity without sacrificing performance.