Title :
Comments on adaptive IIR filtering with monic normalization
Author :
Söderström, Torsten
Author_Institution :
Dept. of Syst. & Control, Inf. Technol., Uppsala Univ., Sweden
fDate :
3/1/2000 12:00:00 AM
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 previously. 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 lend to convergent estimates, even for arbitrarily small step sizes.
Keywords :
IIR filters; adaptive filters; least mean squares methods; white noise; adaptive IIR filtering; bias; bias removal scheme; equation error algorithm; instrumental variable method; monic normalization; white noise; Adaptive filters; Convergence; Equations; Filtering; IIR filters; Instruments; Least squares approximation; Parameter estimation; Signal processing algorithms; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on