Title :
Stability bounds and steady-state coefficient variance for a second-order adaptive IIR notch filter
Author :
Petraglia, Mariane R. ; Shynk, John J. ; Mitra, Sanjit K.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
fDate :
7/1/1994 12:00:00 AM
Abstract :
In this correspondence, we present a stochastic convergence analysis of a second-order adaptive IIR notch filter. The approach is based on a linearization of the gradient in the vicinity of the optimal solution. Expressions for stability bounds on the algorithm step size and the steady-state coefficient variance are derived. These closed-form analytical results are verified by computer simulations for different signal and noise conditions
Keywords :
adaptive filters; convergence of numerical methods; digital filters; filtering and prediction theory; linearisation techniques; notch filters; numerical analysis; stochastic processes; algorithm step size; closed-form analytical results; computer simulations; gradient linearization; noise conditions; second-order adaptive IIR notch filter; signal conditions; stability bounds; steady-state coefficient variance; stochastic convergence analysis; Adaptive filters; Band pass filters; Computational complexity; Convergence; Finite impulse response filter; IIR filters; Information processing; Stability; Steady-state; Stochastic processes;
Journal_Title :
Signal Processing, IEEE Transactions on
