NEW ADAPTIVE IIR FILTERING ALGORITHMS BASED ON THE STEIGLITZ-MCBRIDE METHOD

This correspondence introduces a family of algorithms based on the Ste iglitz-McBride (SM) method for adaptive IIR filtering. The main featur e of the proposed algorithms is to remove the parameter bias induced b y colored measurement noise. The conceptual similarities between the S M method and the equation error (EE) method are explored in order to a nalyze some properties of the new algorithms, The main analysis result s concern the consistency of the parameter estimates and local converg ence, A set of simulations in a system identification configuration is included in order to verify the improved performance of the new algor ithms based on the SM method.