Optimality and Almost Sure Convergence of Adaptive IIR Filters with Output Error Recursion
作者： Miloje Radenkovic , Tamal Bose , Tanawat Mathurasai
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摘要: We consider the almost sure convergence of adaptive IIR filter based on output error method. It is rigorously shown that algorithm globally stable, parameter estimation consistent, and perfect noise cancellation achieved in presence nonstationary colored noise. Due to complexity analysis, we scalar case, i.e., a one-pole filter.
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