Title :
Statistical analysis of an unbiased plain gradient algorithm for a constrained adaptive IIR notch filter
Author :
Punchalard, R. ; Loetwassana, W. ; Koseeyaporn, J. ; Wardkein, P.
Author_Institution :
Fac. of Eng., Mahanakorn Univ. of Technol., Bangkok
Abstract :
Theoretical analysis of the unbiased plain gradient (UPG) algorithm for a constrained adaptive IIR notch filter (ANF) is presented in this paper. The difference equations for the convergence to the mean of the estimated parameter, estimation bias, and stability bound are derived. It is shown that the UPG provides bias smaller that that of the PG. Computer simulations have been treated to corroborate the theoretical analysis.
Keywords :
IIR filters; adaptive filters; convergence of numerical methods; difference equations; gradient methods; notch filters; numerical stability; statistical analysis; constrained adaptive IIR notch filter; difference equations; numerical convergence; parameter estimation; stability bound; statistical analysis; unbiased plain gradient algorithm; Adaptive filters; Algorithm design and analysis; Computer simulation; Constraint theory; Convergence; Difference equations; IIR filters; Parameter estimation; Stability; Statistical analysis;
Conference_Titel :
Communications, 2008. APCC 2008. 14th Asia-Pacific Conference on
Conference_Location :
Tokyo
Print_ISBN :
978-4-88552-232-1
Electronic_ISBN :
978-4-88552-231-4
