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
Link To Document