Title :
An unbiased explicit adaptive gain and time-delay estimation algorithm
Author :
Levy, Bernard C.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of California, Davis, CA, USA
Abstract :
An unbiased explicit adaptive gain and time-delay estimation algorithm is presented. An earlier algorithm for explicit estimation of gain and time-delay proposed in is known to yield a biased estimate of the gain. By observing that the bias is due to the dependence of the power of the noise component of the error on the estimated gain, a normalization is introduced which ensures that the power of the noise component is not affected by the gain estimate. By using a stochastic averaging approach to analyze the convergence of the adaptive algorithm, it is shown that the modified algorithm is unbiased. Simulations are presented which confirm the theoretical analysis.
Keywords :
delay estimation; signal denoising; stochastic processes; stochastic averaging approach; time-delay estimation algorithm; unbiased explicit adaptive gain; Adaptive algorithm; Algorithm design and analysis; Calibration; Convergence; Delay effects; Delay estimation; Finite impulse response filter; Signal to noise ratio; Stochastic resonance; Yield estimation;
Conference_Titel :
Signals, Systems and Computers, 2009 Conference Record of the Forty-Third Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-5825-7
DOI :
10.1109/ACSSC.2009.5469899
