Adaptive IIR filtering of nonstationary signals

Miloje Radenkovic, Tamal Bose

Research output: Contribution to journalArticle

21 Scopus citations

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 languageEnglish (US)
Pages (from-to)183-195
Number of pages13
JournalSignal Processing
Volume81
Issue number1
DOIs
StatePublished - Jan 2001
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Software
  • Signal Processing
  • Computer Vision and Pattern Recognition
  • Electrical and Electronic Engineering

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