A switched regressor algorithm for adaptive IIR filtering

Author

Burt, Phillip M S

Author_Institution

LCS-DEE/EPUSP, Sao Paulo, Brazil

Volume

2

fYear

1995

fDate

13-16 Aug 1995

Firstpage

990

Abstract

In the present work an algorithm for adaptive IIR filtering is proposed, in which the updating of the coefficients can be switched between the Steiglitz-McBride identification method (SMM) and the recursive prediction error method (RPEM), or vice-versa, in order to reach the global minimum of the cost function or its proximity. We also analyse aspects related to the speed of convergence of the SMM and the RPEM, and aspects related to the minimization of the output error in the undermodelled case. This serves to justify the proposed algorithm

Keywords

IIR filters; adaptive filters; convergence of numerical methods; error analysis; filtering theory; identification; prediction theory; Steiglitz-McBride identification method; adaptive IIR filtering; coefficient updating; convergence speed; cost function; global minimum; output error minimisation; recursive prediction error method; switched regressor algorithm; undermodelled case; Adaptive filters; Convergence; Cost function; Electronic mail; Equations; Error correction; Filtering algorithms; IIR filters; Transfer functions; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1995., Proceedings., Proceedings of the 38th Midwest Symposium on

Conference_Location

Rio de Janeiro

Print_ISBN

0-7803-2972-4

Type

conf

DOI

10.1109/MWSCAS.1995.510258

Filename

510258