DocumentCode :
1744902
Title :
Statistical properties of a memoryless nonlinear gradient algorithm for an adaptive constrained IIR notch filter
Author :
Xiao, Yegui ; Tani, Naoko
Author_Institution :
Fac. of Human Life & Environ. Sci., Hiroshima Prefectural Women´´s Univ., Japan
Volume :
2
fYear :
2001
fDate :
6-9 May 2001
Firstpage :
809
Abstract :
Gradient-type algorithms for adaptive IIR notch filters are very attractive in terms of both performance and computational requirements in real-life applications. This paper presents a statistical analysis of a memoryless nonlinear gradient algorithm developed recently for a well-known second-order adaptive IIR notch filter with constrained poles and zeros. This analysis is based on a proper use of the Taylor series expansion and the nonlinearization of filter output signals. A closed form expression for the steady-state bias is first derived, which is valid for both fast and slow adaptations. An analytical expression for the estimation mean square error is then derived for very slow adaptation. Stability bound of the algorithm is also discussed. Extensive simulations are performed to support the analytical findings
Keywords :
AWGN; IIR filters; adaptive filters; gradient methods; mean square error methods; nonlinear estimation; notch filters; numerical stability; poles and zeros; statistical analysis; AWGN; Taylor series expansion; adaptive constrained IIR notch filter; closed form expression; constrained poles and zeros; estimation mean square error; memoryless nonlinear gradient algorithm; second-order filter; slow adaptation.; stability bound; statistical properties; steady-state bias; Adaptive filters; Estimation error; IIR filters; Mean square error methods; Poles and zeros; Signal analysis; Stability; Statistical analysis; Steady-state; Taylor series;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Circuits and Systems, 2001. ISCAS 2001. The 2001 IEEE International Symposium on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6685-9
Type :
conf
DOI :
10.1109/ISCAS.2001.921194
Filename :
921194
Link To Document :
بازگشت