ADIM adaptive information matrix. Estimates the inverse
   correlation matrix in an adaptive way. 

 [IR, CC] = adim(U, UC [, IR0 [, CC0]]); 
   U 	input data  
   UC 	update coefficient 0 < UC << 1
   IR0	initial information matrix
   CC0 initial correlation matrix
   IR	information matrix (inverse correlation matrix)
   CC  correlation matrix
 	
  The algorithm uses the Matrix Inversion Lemma, also known as 
     "Woodbury's identity", to obtain a recursive algorithm.  
     IR*CC - UC*I should be approx. zero. 

 Reference(s):
 [1] S. Haykin. Adaptive Filter Theory, Prentice Hall, Upper Saddle River, NJ, USA 
     pp. 565-567, Equ. (13.16), 1996.

Package: tsa