Title :
Bias removal in equation-error adaptive IIR filters
Author :
Ho, K.C. ; Chan, Y.T.
Author_Institution :
Dept. of Electr. & Comput. Eng., R. Mil. Coll. of Canada, Kingston, Ont., Canada
fDate :
1/1/1995 12:00:00 AM
Abstract :
In the equation-error formulation of adaptive IIR filters, the estimated parameters contain bias when there is noise in the desired response. A method that can eliminate this bias is investigated. The idea is to maintain a quadratic constraint on the feedback coefficients so that the noise contributes only a constant term to the mean-square error. This term does not affect minimization and thus the bias is eliminated. A quadratically constrained stochastic gradient search method is applied for optimization and convergence behavior, when the noise is white, is analyzed. Adaptation of the feedback FIR filter in second-order cascade form, useful for stability monitoring, is also considered. When the noise is nonwhite, the technique requires an adaptive whitening filter. Simulation results are included to demonstrate the bias removal capability of the method, corroborate the theoretical developments, and compare with existing techniques
Keywords :
IIR filters; adaptive filters; adaptive signal processing; circuit feedback; filtering theory; optimisation; search problems; stochastic processes; white noise; adaptive whitening filter; bias removal; convergence behavior; equation-error adaptive IIR filters; estimated parameters; feedback FIR filter; feedback coefficients; mean-square error; nonwhite noise; optimization; optimum signal processing; quadratic constraint; second-order cascade filter; simulation results; stability monitoring; stochastic gradient search method; white noise; Constraint optimization; Convergence; Equations; Feedback; Finite impulse response filter; IIR filters; Parameter estimation; Search methods; Stochastic resonance; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on