Analysis of an LMS algorithm for unbiased impulse response estimation

IEEE Transactions on Signal Processing

Volumn 51, Issue 7, 2003, Pages 2008-2013

  So, H C ^a   Chan, Y T ^b  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adaptive filter; Bias removal; System identification

Indexed keywords

ADAPTIVE FILTERING; ALGORITHMS; COMPUTER SIMULATION; ERROR ANALYSIS; IMPULSE RESPONSE; PARAMETER ESTIMATION;

BIAS REMOVAL;

SIGNAL PROCESSING;

EID: 0037861987     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2003.812747     Document Type: Article

References (15)

1. T. Soderstrom and P. Stoica, System Identification. Englewood Cliffs, NJ: Prentice-Hall, 1989.
2. G. E. P. Box, G. M. Jenkins, and G. C. Reinsel, Time Series Analysis, Forecasting and Control, Englewood Cliffs, NJ: Prentice-Hall, 1994.
3. T. Kailath, A. H. Sayed, and B. Hassibi, Linear Estimation. Upper Saddle River, NJ: Prentice-Hall, 2000.
4. S. Sagara and K. Wada, "On-line modified least-squares parameter estimation of linear discrete dynamic systems," Int. J. Contr., vol. 25, no. 3, pp. 329-343, 1977.
5. B. Widrow and S. D. Steams, Adaptive Signal Processing. Englewood Cliffs, NJ: Prentice-Hall, 1985.
6. P. A. Regalia, "An unbiased equation error identifier and reduced-order approximation," IEEE Trans. Signal Processing, vol. 42, pp. 1397-1412, June 1994.
7. K. C. Ho and Y. T. Chan, "Bias removal in equation-error adaptive IIR filters," IEEE Trans. Signal Processing, vol. 43, pp. 51-62, Jan. 1995.
8. S. C. Douglas and M. Rupp, "On bias removal and unit norm constraints in equation error adaptive IIR filters," in Proc. 30th Asilomar Conf. Signals, Syst., Comput., Pacific Grove, CA, Nov. 1996, pp. 1093-1097.
9. H. N. Kim and W. J. Song, "Unbiased equation-error adaptive IIR filtering based on monic normalization," IEEE Signal Processing Lett., vol. 6, pp. 35-37, Feb. 1999.
10. C. E. Davila, "An efficient recursive total least squares algorithm for FIR adaptive filtering," IEEE Trans. Signal Processing, vol. 42, pp. 268-280, Feb. 1994.
11. G. H. Golub and C. F. Van Loan, "An analysis of the total least squares problem," SIAM J. Numer. Anal., vol. 17, no. 6, pp. 883-893, 1980.
12. K. Gao, M. O. Ahmad, and M. N. S. Swamy, "A constrained anti-Hebbian learning algorithm for total least-squares estimation with applications to adaptive FIR and IIR filtering," IEEE Trans. Circuits Syst. II, vol. 41, pp. 718-729, Nov. 1994.
13. D. Z. Feng, Z. Bao, and L. C. Jiao, "Total least mean squares algorithm," IEEE Trans. Signal Processing, vol. 46, pp. 2122-2130, Aug. 1998.
14. K. V. Frenando and H. Nicholson, "Identification of linear systems with input and output noise: The Koopmans-Levin method," Proc. Inst. Elect. Eng. D, vol. 132, no. 1, pp. 30-36, 1985.
15. W. X. Zheng, "Adaptive IIR filtering for noisy input-output systems," in Proc. Int. Symp. Signal Process. Applicat., Aug. 1999, pp. 375-378.