New Approach for IIR Adaptive Lattice Filter Structure Using Simultaneous Perturbation Algorithm
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概要
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Adaptive infinite impulse response (IIR), or recursive, filters are less attractive mainly because of the stability and the difficulties associated with their adaptive algorithms. Therefore, in this paper the adaptive IIR lattice filters are studied in order to devise algorithms that preserve the stability of the corresponding direct-form schemes. We analyze the local properties of stationary points, a transformation achieving this goal is suggested, which gives algorithms that can be efficiently implemented. Application to the Steiglitz-McBride (SM) and Simple Hyperstable Adaptive Recursive Filter (SHARF) algorithms is presented. Also a modified version of Simultaneous Perturbation Stochastic Approximation (SPSA) is presented in order to get the coefficients in a lattice form more efficiently and with a lower computational cost and complexity. The results are compared with previous lattice versions of these algorithms. These previous lattice versions may fail to preserve the stability of stationary points.
著者
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MARTINEZ Jorge
The University of Electro-Communications
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NAKANO Kazushi
The University of Electro-Communications
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HIGUCHI Kohji
The University of Electro-Communications
関連論文
- New Approach for IIR Adaptive Lattice Filter Structure Using Simultaneous Perturbation Algorithm
- New Approach for IIR Adaptive Lattice Filter Structure Using Simultaneous Perturbation Algorithm
- Parameter Estimation Using a Modified Version of SPSA Algorithm Applied to State Space Models