Adaptive IIR filtering using stochastic filters

The authors present results illustrating the convex operating region of the stochastic filter which makes it possible to use the stochastic filter to model IIR (infinite impulse response) filters adaptively without concern about stability. Since the selection of the fixed filters in the stochastic filter determine its operation region, the fixed filters can be selected to cover most of the unit circle, or, if any prior information is available that reduces the region containing the unknown system poles, one can use that information in selecting the fixed filters. Computer simulations that generate an adaptive model for an autoregressive system are presented