Adaptive IIR Filter Based on Penalized Spline

The purpose of this study is to develop a technique for real-time implementation of spline adaptive filters (SAFs). The P-SAF proposed in this paper is based on a recurrent penalized (P) spline and, by analogy with the classical SAF, consists of a linear dynamic component and nonlinear static component. To adapt the P-SAF, computational circuits with different topologies are developed. The proposed approach makes it possible to adapt knots and evaluate spline coefficients simultaneously. This improves the efficiency of the P-SAF as compared to the classical SAF, as well as reduces the computational costs. The efficiency of the P-SAF in terms of MSE[dB] on model and real-time series is equal to or higher than that of the classical SAF.