An algorithm for unit-norm equation error system identification based on the method of multipliers

Author

Lopez-Valcarce, Roberto

Author_Institution

Dept. of Electr. & Comput. Eng., Univ. of Iowa, Iowa City, IA, USA

Volume

51

Issue

12

fYear

2003

Firstpage

3080

Lastpage

3085

Abstract

It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-norm equation-error adaptive filtering is proposed. This scheme is inspired by the constrained optimization technique known as the method of multipliers. An analysis of stationary points and mean convergence properties is developed.

Keywords

adaptive filters; approximation theory; convergence of numerical methods; filtering theory; optimisation; parameter estimation; white noise; adaptive filtering; approximation properties; constrained optimization technique; convergence properties; equation error; measurement noise; method of multipliers; monic constraint; stationary points; system identification; unit-norm constraint; white noise; Adaptive filters; Constraint optimization; Convergence; Equations; Finite impulse response filter; Noise measurement; Parameter estimation; Stability; System identification; White noise;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/TSP.2003.819012

Filename

1246514