Optimality and almost sure convergence of adaptive IIR filters with output error recursion

Miloje Radenkovic, Tamal Bose, Tanawat Mathurasai

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

Original languageEnglish (US)
Pages (from-to)315-328
Number of pages14
JournalDigital Signal Processing: A Review Journal
Volume9
Issue number4
DOIs
StatePublished - Oct 1999
Externally publishedYes

Fingerprint

IIR filters
Adaptive filters
Parameter estimation
Poles

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Optimality and almost sure convergence of adaptive IIR filters with output error recursion. / Radenkovic, Miloje; Bose, Tamal; Mathurasai, Tanawat.

In: Digital Signal Processing: A Review Journal, Vol. 9, No. 4, 10.1999, p. 315-328.

Research output: Contribution to journalArticle

@article{ae803ca3729c47359567cf38a3102c86,
title = "Optimality and almost sure convergence of adaptive IIR filters with output error recursion",
abstract = "We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.",
author = "Miloje Radenkovic and Tamal Bose and Tanawat Mathurasai",
year = "1999",
month = "10",
doi = "10.1006/dspr.1999.0350",
language = "English (US)",
volume = "9",
pages = "315--328",
journal = "Digital Signal Processing: A Review Journal",
issn = "1051-2004",
publisher = "Elsevier Inc.",
number = "4",

}

TY - JOUR

T1 - Optimality and almost sure convergence of adaptive IIR filters with output error recursion

AU - Radenkovic, Miloje

AU - Bose, Tamal

AU - Mathurasai, Tanawat

PY - 1999/10

Y1 - 1999/10

N2 - We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

AB - We consider the almost sure convergence of the adaptive IIR filter based on the output error method. It is rigorously shown that the algorithm is globally stable, parameter estimation is consistent, and perfect noise cancellation is achieved in the presence of nonstationary colored noise. Due to the complexity of the analysis, we consider the scalar case, i.e., a one-pole IIR filter.

UR - http://www.scopus.com/inward/record.url?scp=0033336710&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0033336710&partnerID=8YFLogxK

U2 - 10.1006/dspr.1999.0350

DO - 10.1006/dspr.1999.0350

M3 - Article

AN - SCOPUS:0033336710

VL - 9

SP - 315

EP - 328

JO - Digital Signal Processing: A Review Journal

JF - Digital Signal Processing: A Review Journal

SN - 1051-2004

IS - 4

ER -