Recursive linearly constrained Wiener filter for robust multi-channel signal processing

This article introduces a new class of recursive linearly constrained minimum variance estimators (LCMVEs) that provides additional robustness to modeling errors. To achieve that robustness, a set of non-stationary linear constraints are added to the standard LCMVE that allow for a closed form solution that becomes appealing in sequential implementations of the estimator. Indeed, a key point of such recursive LCMVE is to be fully adaptive in the...