Title :
Some remarks on the lattice form of the Steiglitz-McBride iteration
Author :
López-Valcarce, Roberto ; Perez-Gonzallez, F.
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Abstract :
It is shown that the offline Steiglitz-McBride (1965) identification method may present stable limit cycles and even chaotic behavior when implemented in lattice form. Moreover, we also show that even under ideal conditions (i.e., with an adaptive filter of sufficient order and with noiseless measurements), the stationary point corresponding to identification of the unknown system need not be a convergent point of the lattice version of the online SM algorithm.
Keywords :
IIR filters; adaptive filters; adaptive signal processing; chaos; identification; iterative methods; lattice filters; limit cycles; numerical stability; online operation; Steiglitz-McBride iteration; adaptive IIR filtering algorithms; chaotic behavior; ideal conditions; lattice based filter; noiseless measurements; online SM algorithm; stable limit cycles; stationary point; system identification method; Adaptive filters; Chaos; Convergence; Cost function; IIR filters; Lattices; Limit-cycles; Noise measurement; Samarium; Transfer functions;
Journal_Title :
Signal Processing Letters, IEEE
