Optimality and almost sure convergence of adaptive IIR filters with output error recursion

Miloje Radenkovic; Tamal Bose; Tanawat Mathurasai

doi:10.1006/dspr.1999.0350

Optimality and almost sure convergence of adaptive IIR filters with output error recursion

Miloje Radenkovic, Tamal Bose, Tanawat Mathurasai

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

Original language	English (US)
Pages (from-to)	315-328
Number of pages	14
Journal	Digital Signal Processing: A Review Journal
Volume	9
Issue number	4
DOIs	https://doi.org/10.1006/dspr.1999.0350
State	Published - Oct 1999
Externally published	Yes

ASJC Scopus subject areas

Artificial Intelligence
Signal Processing
Applied Mathematics
Electrical and Electronic Engineering
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Computational Theory and Mathematics

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10.1006/dspr.1999.0350

Cite this

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abstract = "We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.",

author = "Miloje Radenkovic and Tamal Bose and Tanawat Mathurasai",

note = "Funding Information: 1This work was supported in part by grants from IBM, NASA, and the Colorado Advanced Software Institute.",

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AU - Mathurasai, Tanawat

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N2 - We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

AB - We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

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Optimality and almost sure convergence of adaptive IIR filters with output error recursion

Abstract

ASJC Scopus subject areas

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