Title :
Adaptive IIR filtering with monic normalization: reduced-order approximation
Author :
Kim, Hyoung-Nam ; Song, Woo-Jin
Author_Institution :
Dept. of Electron. & Electr. Eng., Pohang Inst. of Sci. & Technol., South Korea
fDate :
3/1/2000 12:00:00 AM
Abstract :
The monic normalization equation-error (MNEE) algorithm for adaptive IIR filtering is applied to the reduced-order identification. It is shown that the parameter estimates converge to the solution of the well-known eigenvalue equation. Unlike the ordinary equation-error adaptive IIR filter, the MNEE adaptive IIR filter matches the second-order response as well as the impulse response of an unknown system. The simulation results confirm that the simple MNEE algorithm can provide a stable, unbiased estimate in the reduced-order case.
Keywords :
IIR filters; adaptive filters; approximation theory; convergence of numerical methods; filtering theory; identification; MNEE adaptive IIR filter; MNEE algorithm; adaptive IIR filtering; convergence; eigenvalue equation; equation-error adaptive IIR filter; impulse response; monic normalization equation-error algorithm; parameter estimates; reduced-order approximation; reduced-order identification; second-order response; simulation results; stable unbiased estimate; white measurement noise; Adaptive filters; Approximation algorithms; Eigenvalues and eigenfunctions; Equations; Filtering algorithms; IIR filters; Parameter estimation; Stability; System identification;
Journal_Title :
Signal Processing Letters, IEEE
