Title :
An algorithm for efficient, unbiased, equation-error infinite impulse response adaptive filtering
Author :
Davila, Carlos E.
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
fDate :
2/1/1994 12:00:00 AM
Abstract :
An algorithm for efficiently adjusting the coefficients of equation-error infinite impulse response (IIR) adaptive filters is described. Unlike the recursive least squares (RLS) algorithm, the proposed algorithm yields unbiased filter coefficients. Simulations involving the identification of unknown pole-zero systems demonstrate the algorithm´s improved performance over the equation-error RLS algorithm
Keywords :
adaptive filters; digital filters; filtering and prediction theory; least squares approximations; parameter estimation; poles and zeros; algorithm; coefficients adjustment; efficient unbiased equation-error infinite impulse response adaptive filtering; performance; unbiased filter coefficients; unknown pole-zero systems identification; Adaptive filters; Bandwidth; Decorrelation; Equations; Filtering algorithms; Finite impulse response filter; IIR filters; Sensor arrays; Signal processing algorithms; Smoothing methods;
Journal_Title :
Signal Processing, IEEE Transactions on
