Abstract
This paper presents a rigorous proof of global stability of an adaptive infinite impulse response filter based on the output error method. The underlying idea of the developed analysis is the construction of suitable Lyapunov functions for different phases of adaptation. The considered estimator is an algorithm with a nonvanishing gain sequence. In order to prevent drift along an unstable manifold, a truncation of parameter estimates is incorporated. Such an algorithm is suitable for nonstationary signals.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 231-254 |
| Number of pages | 24 |
| Journal | Circuits, Systems, and Signal Processing |
| Volume | 23 |
| Issue number | 3 |
| DOIs | |
| State | Published - May 2004 |
| Externally published | Yes |
Keywords
- Adaptive filter
- Convergence
- Global stability
- Gradient algorithm
- IIR filter
- Parameter estimation
ASJC Scopus subject areas
- Signal Processing
- Applied Mathematics