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

fYear

2008

fDate

14-16 Oct. 2008

Firstpage

1

Lastpage

5

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;

fLanguage

English

Publisher

ieee

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

Type

conf

Filename

4773653