||An informational approach to the convergence
of output error adaptive IIR filter structures
||V. E. DeBrunner and A.
A. (Louis) Beex
||1990 International Conference on Acoustics,
Speech, and Signal Processing, 1990. ICASSP-90.
vol. 3, pp. 1261 - 1264
|| 15-19 March 1999
|| 3-6 April 1990
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The convergence of previously described
output error identification procedures is examined. The convergence analysis
uses the eigeninformation of the parameter correlation matrix (really its inverse,
the Fisher information matrix) for the identified structure. Convergence rates
are important in digital adaptive equalizer design, for example. The eigeninformation
of the parameter information matrix related the system sensitivity and numerical
conditioning in a manner which provides insight into the identification process.
An interesting sideline of this work is that balanced-coordinate state-space
structures appear to consistently have good information properties. The relevant
eigeninformation is combined in a proposed scalar convergence time constant.
An important result is that identification of the usually identified direct
form II parameters (the standard ARMA parameters) does not necessarily yield
the fastest parameter convergence for the system being identified.
- Output Error Convergence
- Convergence Rates
- Adaptive IIR Filter Structures
- Output Error Identification
- Convergence Analysis
- Parameter Correlation Matrix
- Fisher Information Matrix
- Digital Adaptive Equalizer Design
- Parameter Information Matrix
- System Sensitivity
- Numerical Conditioning
- Balanced-Coordinate State-Space Structures
- Scalar Convergence Time Constant
- ARMA Parameters
- Parameter Convergence
- Adaptive Filters
- Digital Filters
- Error Analysis
- Matrix Algebra