Title :
Mean-squared error analysis of an adaptive notch filter
Author :
Nishimura, S. ; Kim, J.K. ; Hirano, K.
Author_Institution :
Fac. of Eng., Kobe Univ., Japan
Abstract :
A mean-square-error analysis of the steady-state coefficient fluctuation of an infinite impulse response (IIR) adaptive notch filter, whose coefficients are estimated by simple gradient and sign gradient algorithms, is presented. Regarding the magnitude and phase responses of the transfer function that is used to realize a second-order IIR adaptive notch filter, it is shown that the filter-coefficient estimation error can be studied by using first-order ordinary difference equations with stochastic input. Simple closed-form results are derived for the mean-square error of the steady-state coefficients. The results of computer experiments are presented to substantiate the analysis
Keywords :
adaptive filters; digital filters; error analysis; notch filters; transfer functions; adaptive notch filter; coefficient estimation; computer experiments; filter-coefficient estimation error; first-order ordinary difference equations; infinite impulse response; mean-square error; mean-square-error analysis; second-order IIR adaptive notch filter; sign gradient algorithms; simple closed-form results; simple gradient algorithms; steady-state coefficient fluctuation; steady-state coefficients; stochastic input; transfer function magnitude; transfer function phase responses; Adaptive filters; Algorithm design and analysis; Difference equations; Error analysis; Estimation error; Fluctuations; IIR filters; Steady-state; Stochastic processes; Transfer functions;
Conference_Titel :
Circuits and Systems, 1989., IEEE International Symposium on
Conference_Location :
Portland, OR
DOI :
10.1109/ISCAS.1989.100455
