Global stability of adaptive IIR filters for nonstationary signals

Miloje Radenkovic, Tamal Bose

Research output: Contribution to journalConference article

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)II/1089-II/1092
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2
DOIs
StatePublished - 2002
Externally publishedYes
Event2002 IEEE International Conference on Acoustic, Speech and Signal Processing - Orlando, FL, United States
Duration: May 13 2002May 17 2002

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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