An Interval-based Algorithm for Adaptive IIR Filters

We present an algorithm for adaptive IIR filters that is designed to yield stable filters while guaranteeing convergence to the global minima of the mean square error (MSE) cost function. The algorithm is based on the global optimization technique of branch-and-bound along with interval arithmetic t...

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Bibliographic Details
Published in2006 Fortieth Asilomar Conference on Signals, Systems and Computers pp. 258 - 262
Main Authors Ocloo, S., Edmonson, W.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.10.2006
Subjects
Adaptive filters
Arithmetic
Computational modeling
Convergence
Cost function
Finite impulse response filter
IIR filters
Mean square error methods
Programmable control
Roundoff errors
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ISBN9781424407842
1424407842
ISSN1058-6393
DOI10.1109/ACSSC.2006.356627

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Summary:We present an algorithm for adaptive IIR filters that is designed to yield stable filters while guaranteeing convergence to the global minima of the mean square error (MSE) cost function. The algorithm is based on the global optimization technique of branch-and-bound along with interval arithmetic to compute bounds on the cost function. By so doing, we ensure that infinite precision results are not lost due to rounding errors that occur naturally in digital computations. The effectiveness of the algorithm is demonstrated through simulation results which show that it is capable of locating global minimum points in the presence of local minima.
ISBN:9781424407842
1424407842
ISSN:1058-6393
DOI:10.1109/ACSSC.2006.356627