Skip to main content

Connecting Steiglitz-McBride Identification, Active Noise Control, and Coefficient Filtering to a Common Framework

  • Chapter
Model Identification and Adaptive Control

Abstract

There are many adaptive algorithms that incoporate filtered versions of the regressor vector, the error signal, the parameter vector, or the update term. These modifications can often be viewed as attempts to recapture or improve the known stability properties of linear LMS algorithms, despite operating with IIR parameterizations or within a feedback loop. This chapter reviews some basic results on the (exponential) stability of adaptive algorithms, and then applies them in three situations: to the Steiglitz-McBride family of algorithms, to an analysis of algorithm performance in acoustic noise cancellation systems that usually incorporate the ‘filtered-u’ approach, and to a consolidation of coefficient filtering and update smoothing schemes such as momentum LMS and leakage. The principle of trading-off linear filters on various signals within the adaptive schemes is a powerful unifying principle that can be used to create ‘new’ algorithms, and it allows translation of stability results between seemingly unrelated algorithm forms.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. B. D. O. Anderson, R. E. Bitmead, C. R. Johnson, Jr., P. V. Kokotovic, R. L. Kosut, I. M. Y. Mar eels, L. Praly, and B. D. Reídle, Stability of Adaptive Systems, Passivity and Averaging Analysis, MIT Press 1986.

    Google Scholar 

  2. B. D. O. Anderson and C. R. Johnson, Jr., “Exponential convergence of adaap- tive identification and control algorithms”, Automatica, 18:1 Jan. 1982.

    Article  MathSciNet  MATH  Google Scholar 

  3. A. Benveniste, “Design of adaptive algorithms for the tracking of time-varying systems”, Int. Journal of Adaptive Control and Signal Processing, vol. 1, pp. 3–29, September 1987.

    Article  MATH  Google Scholar 

  4. R. R. Bitmead , “Persistence of excitation conditions and the convergence of adaptive schemes”, IEEE Transactions on Information Theory IT-30:183–191, (1984).

    Article  MathSciNet  Google Scholar 

  5. J. E. Cousseau, “Adaptive IIR filtering: available results”, Circuits and Systems Society Newsletter, 10:3, 1999.

    Google Scholar 

  6. L. J. Eriksson, “Development of filtered-u algorithms for active noise cancella-tion”, Journal of the Acoustical Society of America 89:257–265, Jan. 1991.

    Article  Google Scholar 

  7. L. J. Eriksson, M. C. Allie and R. A. Greiner, “The selection and application of an IIR adaptive filter for use in active sound attenuation”, IEEE Transaction on Acoustics, Speech and Signal Processing, ASSP-35:433–437, April 1987.

    Article  Google Scholar 

  8. H. Fan and W. K. Jenkins, “A new adaptive IIR filter”, IEEE Transaction on Circuits and Systems, CAS-33:939–947, 1986.

    Google Scholar 

  9. B. Friedlander , “System identification techniques for adaptive signal processing”, IEEE Transactions on Acoustics, Speech and Signal Processing, ASSP-30, 240–246, 1982.

    Article  Google Scholar 

  10. J. R. Glover, Jr. , “High order algorithms for adaptive filters”, IEEE Transactions on Communications, COM-27, pp. 216–221, January 1979.

    Article  MathSciNet  Google Scholar 

  11. G. C. Goodwin and K. S., Sin, Adaptive Filtering, Prediction and Control, Prentice-Hail, 1984.

    Google Scholar 

  12. C. R. Johnson, Jr., Lectures on Adaptive Parameter Estimation, Prentice-Hall, 1987.

    Google Scholar 

  13. G. Kubin , “Coefficient filtering - a common framework for the adaptation in time-varying environments”, Proc. 1st COST Project #229 WG.2 Workshop, Bayona la Real, Spain, March 1991.

    Google Scholar 

  14. S. M. Kuo and D. R. Morgan, Active Noise Control Systems, Wiley, NY 1996.

    Google Scholar 

  15. I. D. Landau , “Unbiased recursive identification using model reference adaptive techniques”, IEEE Transactions on Automatic Control, AC-21:194–202, 1976.

    Article  Google Scholar 

  16. L. Ljung and T. Soderstrom, Theory and Practice of Recursive Identification, MIT Press, Cambridge, MA, 1983.

    MATH  Google Scholar 

  17. L. Ljung , “On positive real transfer functionsand the convergence of soem recur-sive schemes”, IEEE Transactions on Automatic Control, AC-22:539–551, 1977.

    Article  MathSciNet  Google Scholar 

  18. I. M. Y. Mareels and J. W. Polderman, Adaptive Systems: An Introduction, Birkhauser, 1996.

    Google Scholar 

  19. J. M. Mendel, Discrete Techniques of Parameter Estimation: The Equation Error Formulation, Marcel Dekker, NY 1973.

    MATH  Google Scholar 

  20. P. A. Nelson and S. J. Elliott, Active Control of Sound, Academic Press, London, 1992.

    Google Scholar 

  21. J. G. Proakis , “Channel identification for high speed digital communicatins”, IEEE Transactions on Automatic Control, AC-19, pp. 916–922, December 1974.

    Article  MathSciNet  Google Scholar 

  22. P. A. Regalia, Adaptive IIR Filtering in Signal Processing and Control, Marcel Dekker, NY, 1995.

    MATH  Google Scholar 

  23. S. Roy and J. J. Shynk, “Analysis of the momentum LMS algorithm”, IEEE Transactions on Acoustics, Speech, and Signal Processing, ASSP-38: 2088–2098, December 1990.

    Article  Google Scholar 

  24. W. A. Sethares, “The LMS Family”, in Efficient System Identification and Signal Processing Algorithms, Ed. N. Kalouptsidis and S. Theodoridis Springer- Verlag, 1993.

    Google Scholar 

  25. W. A. Sethares, B. D. O. Anderson, and C. R. Johnson, Jr., “Adaptive algorithms with filtered regresor and filtered error”, Mathematics of Control, Signals, and Systems, 2:381–403, 1989.

    Article  MathSciNet  MATH  Google Scholar 

  26. R. Sharma, W. A. Sethares, and J. A. Bucklew, “Analysis of momentum adaptive filtering algorithms”, IEEE Transactions on Signal Processing, 46:5:1430–1434, May 1998.

    Article  Google Scholar 

  27. K. E. Steiglitz and L. E. McBride, “A technique for the identification of linear systems”, IEEE Transactions on Automatic Control, AC-10:464, 1965.

    Google Scholar 

  28. P. Stoica and T. Soderstrom, “The Steiglitz-McBride identification algorithm revisited - convergence analysis and accuracy aspects”, IEEE Transactions on Automatic Control, AC-26:712–717, 1981.

    Article  MathSciNet  Google Scholar 

  29. B. Widrow, J. M. McCool, M. G. Larimore, and C. R. Johnson, Jr., “Stationary and nonstationary learning characteristics of the LMS adaptive filter” Proc. IEEE, vol. 64, pp. 1151–1162, August 1976.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer-Verlag London Limited

About this chapter

Cite this chapter

Johnson, C.R., Sethares, W.A. (2001). Connecting Steiglitz-McBride Identification, Active Noise Control, and Coefficient Filtering to a Common Framework. In: Goodwin, G. (eds) Model Identification and Adaptive Control. Springer, London. https://doi.org/10.1007/978-1-4471-0711-8_9

Download citation

  • DOI: https://doi.org/10.1007/978-1-4471-0711-8_9

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-1185-6

  • Online ISBN: 978-1-4471-0711-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics