Global stability of adaptive IIR filters for nonstationary signals

Miloje Radenkovic, Tamal Bose

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2
StatePublished - 2002
Externally publishedYes
Event2002 IEEE International Conference on Acoustic, Speech and Signal Processing - Orlando, FL, United States
Duration: May 13 2002May 17 2002

Other

Other2002 IEEE International Conference on Acoustic, Speech and Signal Processing
CountryUnited States
CityOrlando, FL
Period5/13/025/17/02

Fingerprint

IIR filters
Adaptive filters
martingales
output
noise measurement
filters

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Signal Processing
  • Acoustics and Ultrasonics

Cite this

Radenkovic, M., & Bose, T. (2002). Global stability of adaptive IIR filters for nonstationary signals. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (Vol. 2)

Global stability of adaptive IIR filters for nonstationary signals. / Radenkovic, Miloje; Bose, Tamal.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 2 2002.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Radenkovic, M & Bose, T 2002, Global stability of adaptive IIR filters for nonstationary signals. in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. vol. 2, 2002 IEEE International Conference on Acoustic, Speech and Signal Processing, Orlando, FL, United States, 5/13/02.
Radenkovic M, Bose T. Global stability of adaptive IIR filters for nonstationary signals. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 2. 2002
Radenkovic, Miloje ; Bose, Tamal. / Global stability of adaptive IIR filters for nonstationary signals. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 2 2002.
@inproceedings{4f1fa057f2064c85aa263a8762a7a86d,
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",
year = "2002",
language = "English (US)",
volume = "2",
booktitle = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",

}

TY - GEN

T1 - Global stability of adaptive IIR filters for nonstationary signals

AU - Radenkovic, Miloje

AU - Bose, Tamal

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.

UR - http://www.scopus.com/inward/record.url?scp=0036293709&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0036293709&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0036293709

VL - 2

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

ER -