Fast adaptive IIR filtering with noisy input and output data

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

1 Citation (Scopus)

Abstract

A new adaptive infinite impulse response (IIR) filtering algorithm for noisy input-output systems is proposed. The variances of the input and output measurement noise, which specifies the source of the noise-induced bias in the standard least-squares estimate, are computed using extra delayed noisy input measurements. Since good estimates of the noise variances are obtained in a quicker manner, the proposed adaptive algorithm achieves a faster rate of convergence.

Original languageEnglish
Title of host publication6th International Symposium on Signal Processing and Its Applications, ISSPA 2001 - Proceedings; 6 Tutorials in Communications, Image Processing and Signal Analysis
PublisherIEEE Computer Society
Pages307-310
Number of pages4
ISBN (Print)0780367030, 9780780367036
DOIs
Publication statusPublished - 2001
Event6th International Symposium on Signal Processing and Its Applications, ISSPA 2001 - Kuala Lumpur, Malaysia
Duration: 13 Aug 200116 Aug 2001

Publication series

Name6th International Symposium on Signal Processing and Its Applications, ISSPA 2001 - Proceedings; 6 Tutorials in Communications, Image Processing and Signal Analysis
Volume1

Conference

Conference6th International Symposium on Signal Processing and Its Applications, ISSPA 2001
Country/TerritoryMalaysia
CityKuala Lumpur
Period13/08/0116/08/01

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