Global stability of adaptive IIR filters for nonstationary signals

Miloje Radenkovic; Tamal Bose

doi:10.1109/icassp.2002.5743988

Global stability of adaptive IIR filters for nonstationary signals

Miloje Radenkovic, Tamal Bose

Research output: Contribution to journal › Conference article › peer-review

Abstract

This paper presents global stability of the adaptive IIR filter in a nonstationary environment. For the estimation of time-varying parameters, the normalized least-mean-square (LMS) algorithm based on the output error method is used. We assume the presence of a possibly colored and nonstationary measurement noise. The global stability analysis is carried out in a deterministic context, and it is shown that the filter output is uniformly bounded for all initial conditions. We then consider the special case when the noise is a martingale difference sequence, and establish the almost sure mean-square performance in a stochastic framework.

Original language	English (US)
Pages (from-to)	II/1089-II/1092
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2
DOIs	https://doi.org/10.1109/icassp.2002.5743988
State	Published - 2002
Externally published	Yes
Event	2002 IEEE International Conference on Acoustic, Speech and Signal Processing - Orlando, FL, United States Duration: May 13 2002 → May 17 2002

ASJC Scopus subject areas

Software
Signal Processing
Electrical and Electronic Engineering

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10.1109/icassp.2002.5743988

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title = "Global stability of adaptive IIR filters for nonstationary signals",

abstract = "This paper presents global stability of the adaptive IIR filter in a nonstationary environment. For the estimation of time-varying parameters, the normalized least-mean-square (LMS) algorithm based on the output error method is used. We assume the presence of a possibly colored and nonstationary measurement noise. The global stability analysis is carried out in a deterministic context, and it is shown that the filter output is uniformly bounded for all initial conditions. We then consider the special case when the noise is a martingale difference sequence, and establish the almost sure mean-square performance in a stochastic framework.",

author = "Miloje Radenkovic and Tamal Bose",

note = "Funding Information: This work was supported in part by grants from IBM, NASA, and the Colorado Advanced Software Institute. ; 2002 IEEE International Conference on Acoustic, Speech and Signal Processing ; Conference date: 13-05-2002 Through 17-05-2002",

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doi = "10.1109/icassp.2002.5743988",

language = "English (US)",

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T1 - Global stability of adaptive IIR filters for nonstationary signals

AU - Radenkovic, Miloje

AU - Bose, Tamal

N1 - Funding Information: This work was supported in part by grants from IBM, NASA, and the Colorado Advanced Software Institute.

PY - 2002

Y1 - 2002

N2 - This paper presents global stability of the adaptive IIR filter in a nonstationary environment. For the estimation of time-varying parameters, the normalized least-mean-square (LMS) algorithm based on the output error method is used. We assume the presence of a possibly colored and nonstationary measurement noise. The global stability analysis is carried out in a deterministic context, and it is shown that the filter output is uniformly bounded for all initial conditions. We then consider the special case when the noise is a martingale difference sequence, and establish the almost sure mean-square performance in a stochastic framework.

AB - This paper presents global stability of the adaptive IIR filter in a nonstationary environment. For the estimation of time-varying parameters, the normalized least-mean-square (LMS) algorithm based on the output error method is used. We assume the presence of a possibly colored and nonstationary measurement noise. The global stability analysis is carried out in a deterministic context, and it is shown that the filter output is uniformly bounded for all initial conditions. We then consider the special case when the noise is a martingale difference sequence, and establish the almost sure mean-square performance in a stochastic framework.

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SN - 1520-6149

VL - 2

SP - II/1089-II/1092

JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

T2 - 2002 IEEE International Conference on Acoustic, Speech and Signal Processing

Y2 - 13 May 2002 through 17 May 2002

ER -

Global stability of adaptive IIR filters for nonstationary signals

Abstract

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