Adaptive IIR filtering for noisy input-output systems

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

3 Citations (Scopus)

Abstract

This paper is concerned with adaptive IIR filtering for linear systems with noisy input and output measurements. A new and numerically efficient procedure for estimating the variances of the white input and output noises is established so that the adaptive IIR filter based on the bias-eliminated least-squares algorithm can be efficiently implemented. This new adaptive IIR filter can achieve a substantial reduction in computational effort, and meantime it can retain almost the same parameter estimation accuracy. Numerical results that illustrate the attractive properties of the new adaptive FIR filter are presented.

Original languageEnglish
Title of host publicationISSPA 1999 - Proceedings of the 5th International Symposium on Signal Processing and Its Applications
PublisherIEEE Computer Society
Pages375-378
Number of pages4
ISBN (Print)1864354518, 9781864354515
DOIs
Publication statusPublished - 1999
Event5th International Symposium on Signal Processing and Its Applications, ISSPA 1999 - Brisbane, QLD, Australia
Duration: 22 Aug 199925 Aug 1999

Publication series

NameISSPA 1999 - Proceedings of the 5th International Symposium on Signal Processing and Its Applications
Volume1

Conference

Conference5th International Symposium on Signal Processing and Its Applications, ISSPA 1999
Country/TerritoryAustralia
CityBrisbane, QLD
Period22/08/9925/08/99

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