Steepest Descent Algorithm

Simple code implementing "Steepest Descent Algorithm" with optimum step size computation

This is a small example code for "Steepest Descent Algorithm". It implements steepest descent Algorithm with optimum step size computation at each step. The code uses a 2x2 correlation matrix and solves the Normal equation for Weiner filter iteratively.

Reference:

Adaptive Filter Theory 3rd Edition
Simon Haykin