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 Scopus citations

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 1 2004
Externally publishedYes

Keywords

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

ASJC Scopus subject areas

  • Signal Processing
  • Applied Mathematics

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