Title :
A consistent Steiglitz-McBride algorithm
Author :
Cousseau, Juan E. ; Diniz, Paulo S R
Abstract :
An on-line version of the Steiglitz-McBride algorithm that is consistent in the presence of colored noise is proposed. In addition, a proof of local convergence of the new algorithm is provided. Some computer simulations are included showing that the consistent Steiglitz-McBride algorithm is useful for infinite impulse response (IIR) adaptive filtering when the measurement noise is colored
Keywords :
Adaptive filters; Colored noise; Computer errors; Computer simulation; Convergence; Filtering algorithms; Noise measurement; Samarium; Signal processing algorithms; System identification;
Conference_Titel :
Circuits and Systems, 1993., ISCAS '93, 1993 IEEE International Symposium on
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-1281-3
DOI :
10.1109/ISCAS.1993.393655