Constrained-input/constrained-output stability for adaptive RLS lattice filters

Author

Lev-Ari, H. ; Chiang, K.-F. ; Kailath, T.

Author_Institution

Dept. of Electr. & Comput. Eng., Northeastern Univ., Boston, MA, USA

Volume

38

Issue

12

fYear

1991

fDate

12/1/1991 12:00:00 AM

Firstpage

1478

Lastpage

1483

Abstract

A new approach to characterizing the stability of adaptive filters is presented. The notion of constrained-input/constrained-output (CICO) stability is introduced as a generalization of the standard notion of bounded-input/bounded-output (BIBO) stability. This new notion involves a set of constraints on the filter data (i.e., signals and parameters) that, unlike boundedness, are specific to the filter in consideration. The set of all data that satisfy the constraints is the feasibility domain of the adaptive filter. The feasibility domain of two particular adaptive filters is established: (i) the normalized recursive-least-squares (RLS) lattice, and (ii) the unnormalized RLS lattice/

Keywords

adaptive filters; filtering and prediction theory; least squares approximations; stability; adaptive; constrained-input/constrained-output; feasibility domain; filter data; lattice filters; normalized recursive-least-squares; stability; unnormalized RLS lattice; Adaptive filters; Control system synthesis; Lattices; Noise cancellation; Resonance light scattering; Signal synthesis; Speech enhancement; Speech synthesis; Stability; System identification;

fLanguage

English

Journal_Title

Circuits and Systems, IEEE Transactions on

Publisher

ieee

ISSN

0098-4094

Type

jour

DOI

10.1109/31.108501

Filename

108501