In this paper, the performance of a split adaptive filter in either a
parallel or a serial form for non-white inputs is investigated. A para
llel split structure is constructed by using two linear phase filters
connected in parallel while for serial split it is configured as a cas
cade of two transversal filters. The adaptation characteristics of the
well-known LMS algorithm has been shown to be governed by the eigenva
lue spread of the input correlation matrix. By adopting the split stru
ctures, we illustrate that the eigenvalue ratios of the associated cov
ariance matrices can be reduced thereby giving rise to a faster conver
gence speed. The parallel and serial split adaptive filters are examin
ed for both joint process estimation and linear prediction. A new type
of linear predictor is formed by combining both split methods and its
performance for speech analysis is studied. Simulation results are in
cluded to validate the superiority of the proposed split filter struct
ures in improving the rate of convergence for LMS adaptation.