Global stability of adaptive IIR filters based on the output error method and parameter truncation

Miloje Radenkovic, Tamal Bose

Research output: Contribution to journalArticle

3 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)231-254
Number of pages24
JournalCircuits, Systems, and Signal Processing
Volume23
Issue number3
DOIs
StatePublished - May 2004
Externally publishedYes

Fingerprint

IIR filters
Adaptive Filter
Adaptive filters
Global Stability
Truncation
Non-stationary Signal
Unstable Manifold
Output
Impulse Response
Lyapunov functions
Lyapunov Function
Filter
Estimator
Estimate

Keywords

  • Adaptive filter
  • Convergence
  • Global stability
  • Gradient algorithm
  • IIR filter
  • Parameter estimation

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Signal Processing

Cite this

Global stability of adaptive IIR filters based on the output error method and parameter truncation. / Radenkovic, Miloje; Bose, Tamal.

In: Circuits, Systems, and Signal Processing, Vol. 23, No. 3, 05.2004, p. 231-254.

Research output: Contribution to journalArticle

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