Title :
Unbiased equation-error adaptive IIR filtering based on monic normalization
Author :
Kim, Hyoung-Nam ; Song, Woo-Jin
Author_Institution :
Dept. of Electron. & Electr. Eng., Pohang Inst. of Sci. & Technol., South Korea
Abstract :
We present a novel may to remove the bias in equation-error based adaptive infinite impulse response (IIR) filtering by conceiving a scheme called monic normalization. It is found that normalizing all the coefficients of the denominator filter by the first coefficient after each adaptation removes the bias and leads to unbiased estimates. The analysis of stationary points is presented to show that the proposed method can indeed produce unbiased parameter estimates in the presence of noise. The computer simulation results also demonstrate that the proposed method performs better than or comparable to existing algorithms, while requiring much lower computational complexity.
Keywords :
IIR filters; adaptive filters; filtering theory; parameter estimation; IIR filtering; computational complexity; computer simulation results; denominator filter; equation-error based adaptive filtering; infinite impulse response filtering; monic normalization; noise; stationary points; unbiased parameter estimates; Adaptive filters; Computer errors; Computer simulation; Delay estimation; Equations; Filtering; IIR filters; Noise measurement; Parameter estimation; System identification;
Journal_Title :
Signal Processing Letters, IEEE