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Optimality and Almost Sure Convergence of Adaptive IIR Filters with Output Error Recursion

✍ Scribed by Miloje Radenkovic; Tamal Bose; Tanawat Mathurasai


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
108 KB
Volume
9
Category
Article
ISSN
1051-2004

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✦ Synopsis


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. 1999 Academic Press