Adaptive algorithm for IIR filtering based on matrix iterative techniques

Author

Tummala, Murali ; MacHardy, William R.

Author_Institution

Dept. of Electr. & Comput. Eng., US Naval Postgraduate Sch., Monterey, CA, USA

fYear

1991

fDate

11-14 Jun 1991

Firstpage

428

Abstract

The authors present an adaptive algorithm based on matrix iterative methods to identify the parameters of an infinite impulse response (IIR) system. The objective is to estimate the system parameters with fast convergence using as few data samples as possible. Nonadaptive matrix iterative algorithms have been proposed by M. Tummala (1990, 1991) which exploit the structure of the covariance matrix by splitting it into a Toeplitz and a residual part. The authors propose extensions to that work which lead to a data adaptive algorithm for IIR filters. Simulation results are presented to show the convergence performance of the algorithm

Keywords

adaptive filters; convergence of numerical methods; digital filters; filtering and prediction theory; iterative methods; matrix algebra; parameter estimation; IIR filtering; adaptive algorithm; covariance matrix; fast convergence; infinite impulse response; matrix iterative techniques; parameter identification; system parameters; Adaptive algorithm; Adaptive filters; Autocorrelation; Convergence; Covariance matrix; Filtering; IIR filters; Iterative methods; Least squares methods; Parameter estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1991., IEEE International Sympoisum on

Print_ISBN

0-7803-0050-5

Type

conf

DOI

10.1109/ISCAS.1991.176365

Filename

176365