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.