• DocumentCode
    1303436
  • Title

    Comments on adaptive IIR filtering with monic normalization

  • Author

    Söderström, Torsten

  • Author_Institution
    Dept. of Syst. & Control, Inf. Technol., Uppsala Univ., Sweden
  • Volume
    48
  • Issue
    3
  • fYear
    2000
  • fDate
    3/1/2000 12:00:00 AM
  • Firstpage
    892
  • Lastpage
    894
  • Abstract
    An equation error algorithm is known to give a significant bias in case the output signal is contaminated by white noise. A simple bias removal scheme was proposed previously. Here, we provide some complementary analysis of that algorithm. It is shown how it can be interpreted as an instrumental variable method. Further, by analytical examples, it is demonstrated that the method does not always lend to convergent estimates, even for arbitrarily small step sizes.
  • Keywords
    IIR filters; adaptive filters; least mean squares methods; white noise; adaptive IIR filtering; bias; bias removal scheme; equation error algorithm; instrumental variable method; monic normalization; white noise; Adaptive filters; Convergence; Equations; Filtering; IIR filters; Instruments; Least squares approximation; Parameter estimation; Signal processing algorithms; White noise;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.824687
  • Filename
    824687