Title :
Analysis of the error surface of the adaptive stochastic filter
Author :
Rasmussen, James L. ; Etter, Delores M.
Author_Institution :
Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
Abstract :
A filter structure, called a stochastic filter, that consists of a parallel bank of three fixed second-order filters each multiplied by a probability is developed. The fixed filters are chosen such that the stochastic filter will always have roots inside the unit circle. By varying the probabilities with time, an adaptive stochastic filter (ASF) is implemented. While the single stage ASF has a quadratic error surface, the error surface of cascaded stages of this structure is not quadratic. A theoretical analysis of the cascaded structure´s error surface in the constrained region of operation is presented
Keywords :
adaptive filters; error analysis; stochastic processes; adaptive stochastic filter; error surface; fixed second-order filters; probability; quadratic error surface; Adaptive filters; Computer errors; Constraint theory; Error analysis; Finite impulse response filter; IIR filters; Least squares approximation; Stochastic processes; System identification; White noise;
Conference_Titel :
Signals, Systems and Computers, 1992. 1992 Conference Record of The Twenty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-3160-0
DOI :
10.1109/ACSSC.1992.269149