Title of article :
Comments on adaptive IIR filtering with monic normalization
Author/Authors :
Soderstrom، نويسنده , , T.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
An equation error algorithm is known to give a significant bias
in case the output signal is contaminated by white noise. A simple bias removal
scheme was proposed in a recent letter. Here, we provide some complementary
analysis of that algorithm. It is shown how it can be interpreted
as an instrumental variable method. Further, by analytical examples, it is
demonstrated that the method does not always lead to convergent estimates,
even for arbitrarily small step sizes.
Keywords :
system identification. , adaptive filtering , convergence , parameter estimation , Instrumentalvariables , IIR filters , Bias
Journal title :
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Journal title :
IEEE TRANSACTIONS ON SIGNAL PROCESSING