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
Pages :
3
From page :
892
To page :
894
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
Serial Year :
2000
Journal title :
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Record number :
403198
Link To Document :
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