Comments on adaptive IIR filtering with monic normalization

Authors
Citation
T. Soderstrom, Comments on adaptive IIR filtering with monic normalization, IEEE SIGNAL, 48(3), 2000, pp. 892-894
Citations number
15
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
3
Year of publication
2000
Pages
892 - 894
Database
ISI
SICI code
1053-587X(200003)48:3<892:COAIFW>2.0.ZU;2-D
Abstract
An equation error algorithm is known to give a significant bias in case the output signal is contaminated by white noise, A simple bias removal scheme was proposed in a recent letter. Here, we provide some complementary analy sis of that algorithm. It is shown how it can be interpreted as an instrume ntal variable method. Further, by analytical examples, it is demonstrated t hat the method does not always lead to convergent estimates, even for arbit rarily small step sizes.