Adaptive discrete-time transversal filter

Claim 1

Adaptive discrete-time filter comprising a transversal filter for forming an estimated echo signal e during intervals k from a current sample and N-1 last synchronous samples of an input signal x provided by a delay line, in accordance with an impulse response of said transversal filter which is adapted by adjusting coefficients w i of said transversal filter, applied to said current and N-1 last prior samples, with i=0, 1, 2, . . . , N-1, for realizing said impulse response, means for adaptively determining the filter coefficients w i and for supplying the determined coefficients to said transversal filter, means for forming a residual signal r by subtracting the estimated echo signal e from a signal e+s, where e is representative of an actual echo signal caused by said input signal e and s is a noise-like signal, characterized in that the synchronous samples of the input signal are of a type representable by an autoregressive model of the order of p in accordance with the formula: ##EQU22## where n is an uncorrelated white noise (random) signal and in that said determining means is configured for determining the coefficients w i during the successive sample intervals k in accordance with the formula: ##EQU23## and where α is an adaptation constant with 0<α<1, P x ' is an estimate of the power of x and aj is an estimate of a parameter a j of the autoregressive model.