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 Scopus citations

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

ASJC Scopus subject areas

  • Signal Processing
  • Computer Vision and Pattern Recognition
  • Statistics, Probability and Uncertainty
  • Computational Theory and Mathematics
  • Electrical and Electronic Engineering
  • Artificial Intelligence
  • Applied Mathematics

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