Title :
Adaptive IIR algorithms based on high-order statistics
Author :
Friedlander, Benjamin ; Porat, Boaz
Author_Institution :
Signal Process. Technol. Ltd., Palo Alto, CA, USA
fDate :
4/1/1989 12:00:00 AM
Abstract :
Recursive estimation algorithms are derived for moving-average and autoregressive moving-average processes. These algorithms can be used for adaptive infinite impulse response (IIR) filtering of non-Gaussian processes. The behavior of these algorithms is illustrated by extensive numerical examples
Keywords :
adaptive filters; digital filters; filtering and prediction theory; statistical analysis; adaptive IIR algorithms; autoregressive moving-average processes; digital filters; high-order statistics; infinite impulse response; nonGaussian processes; recursive estimation algorithms; Adaptive algorithm; Adaptive signal processing; Least squares methods; Oceans; Parameter estimation; Radar signal processing; Signal processing; Signal processing algorithms; Statistics; Surveillance;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
