Title :
Adaptive IIR filtering: composite prefiltered regressor method
Author :
Stonick, V.L. ; Cheng, Mu-huo
Author_Institution :
Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
Abstract :
In this paper, we present a new method for adaptive IIR filtering that promises improved performance under general operating conditions, including both colored and white noise, sufficient and insufficient order filter cases. By defining the regressor in adaptive IIR filter update to be a convex combination of the regressors for the Steiglitz-McBride method (SMM) and recursive predicted error method (RPEM), we are able to tradeoff the benefits of each. RPEM minimizes mean square output error (MSOE) directly, and thus has slow convergence rate and may converge to a local minimum because of nonconvexity and multimodality of MSOE surface, SMM converges fast, but may converge to a biased solution or diverge in colored noise environments. Other composite methods (e.g., composite regressor method (CRM)) use a similar approach, but only focus on reducing bias of equation error estimates for sufficient order filters in white noise environments. Conversely, our method, CPRM, can extend applications to general environments, prevent diverging, reduce bias, and increase likelihood of convergence to the global minimum
Keywords :
IIR filters; adaptive filters; convergence of numerical methods; statistical analysis; white noise; Steiglitz-McBride method; adaptive IIR filtering; colored noise; composite prefiltered regressor method; composite regressor method; convergence rate; equation error estimates; global minimum; mean square output error; multimodality; nonconvexity; operating conditions; order filters; performance; recursive predicted error method; reduce bias; white noise; Adaptive filters; Colored noise; Convergence; Equations; Error correction; Filtering; Finite impulse response filter; IIR filters; Stability; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389980