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QR based iterative unbiased equation error filtering

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2 Author(s)
Dunne, B.E. ; Tellabs Res. Center, Mishawaka, IN, USA ; Williamson, G.A.

A QR decomposition-based algorithm is presented for unbiased, equation error adaptive IIR filtering. The algorithm is based on casting the adaptive IIR filtering in a mixed least squares-total least squares (LS-TLS) framework. This formulation is shown to be equivalent to the minimization of the mean-square equation error subject to a unit norm constraint on the denominator parameter vector. An efficient implementation of the mixed LS-TLS solution is achieved through the use of back substitution and inverse iteration. Unbiasedness of the system parameter estimates is established for the mixed LS-TLS solution in the case of uncorrelated output noise, and the algorithm is shown to converge to this solution

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Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on  (Volume:6 )

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