• DocumentCode
    1752298
  • Title

    Fast adaptive IIR filtering with noisy input and output data

  • Author

    Zheng, Wei Xing

  • Author_Institution
    Sch. of Quantitative Methods & Math. Sci., Univ. of Western Sydney, Kingswood, NSW, Australia
  • Volume
    1
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    307
  • Abstract
    A new adaptive infinite impulse response (IIR) filtering algorithm for noisy input-output systems is proposed. The variances of the input and output measurement noise, which specifies the source of the noise-induced bias in the standard least-squares estimate, are computed using extra delayed noisy input measurements. Since good estimates of the noise variances are obtained in a quicker manner, the proposed adaptive algorithm achieves a faster rate of convergence
  • Keywords
    IIR filters; adaptive filters; convergence of numerical methods; filtering theory; least squares approximations; IIR filtering; adaptive filtering; convergence; infinite impulse response filtering; least-squares estimate; noise variance estimation; noisy input-output systems; Adaptive filters; Australia; Convergence; Filtering algorithms; Finite impulse response filter; IIR filters; Noise cancellation; Noise measurement; Parameter estimation; Signal processing algorithms;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signal Processing and its Applications, Sixth International, Symposium on. 2001
  • Conference_Location
    Kuala Lumpur
  • Print_ISBN
    0-7803-6703-0
  • Type

    conf

  • DOI
    10.1109/ISSPA.2001.949839
  • Filename
    949839