Journal ArticleDOI
A minimal parameter adaptive notch filter with constrained poles and zeros
Reads0
Chats0
TLDR
A new algorithm is presented for adaptive notch filtering and parametric spectral estimation of multiple narrow-band or sine wave signals in an additive broad-band process and uses a special constrained model of infinite impulse response with a minimal number of parameters.Abstract:
A new algorithm is presented for adaptive notch filtering and parametric spectral estimation of multiple narrow-band or sine wave signals in an additive broad-band process. The algorithm is of recursive prediction error (RPE) form and uses a special constrained model of infinite impulse response (IIR) with a minimal number of parameters. The convergent filter is characterized by highly narrow bandwidth and uniform notches of desired shape. For sufficiently large data sets, the variances of the sine wave frequency estimates are of the same order of magnitude as the Cramer-Rao bound. Results from simulations illustrate the performance of the algorithm under a wide range of conditions.read more
Citations
More filters
Proceedings ArticleDOI
Stochastic Search Methods to Improve the Convergence of Adaptive Notch Filters
TL;DR: Two approaches to improve the convergence of theAdaptive Notch Filters are proposed, based on the method of stochastic search and a checks to see whether the estimated signal is correlated to the measurement or is just filtered white noise.
Journal ArticleDOI
Adaptive parametric algorithms for processing coherent Doppler-lidar signal
TL;DR: The authors study the autoregressive and moving average (ARMA) filter for lidar signal processing and presents results about the choice of the model, the Doppler frequency estimate, and the spectral width estimate.
Journal ArticleDOI
Tracking of time-varying frequency of sinusoidal signals
TL;DR: A new algorithm based on Pisarenko's method combined with Kamen's pole factorization is applied to track time-varying frequencies of complex sinusoids in noise by applying a sequential estimation of AR parameters followed by an adaptive root solving.
Journal ArticleDOI
Stationary points of the recursive generalized least squares algorithm for adaptive notch filtering
TL;DR: Possible convergence points of the generalized least squares adaptive notch filtering algorithm are analytically derived for the multiple sinusoid case, showing explicitly the dependence of the asymptotic bias on the pole contraction factor, signal-to-noise ratio, and the true model parameters.
Proceedings ArticleDOI
Constrained pole-zero linear prediction: An efficient and near-optimal method for multi-tone frequency estimation
Toon van Waterschoot,Marc Moonen +1 more
TL;DR: Simulation results confirm that the CPZLP algorithm nearly achieves the Cramér-Rao lower bound for SNR as low as 5 dB.
References
More filters
Journal ArticleDOI
Adaptive noise cancelling: Principles and applications
Bernard Widrow,J.R. Glover,John M. McCool,J. Kaunitz,C.S. Williams,R.H. Hearn,James R. Zeidler,Jr. Eugene Dong,R.C. Goodlin +8 more
TL;DR: It is shown that in treating periodic interference the adaptive noise canceller acts as a notch filter with narrow bandwidth, infinite null, and the capability of tracking the exact frequency of the interference; in this case the canceller behaves as a linear, time-invariant system, with the adaptive filter converging on a dynamic rather than a static solution.
Book
Theory and application of digital signal processing
TL;DR: Feyman and Wing as discussed by the authors introduced the simplicity of the invariant imbedding method to tackle various problems of interest to engineers, physicists, applied mathematicians, and numerical analysts.
Journal ArticleDOI
Spectrum analysis—A modern perspective
Steven Kay,S.L. Marple +1 more
TL;DR: In this paper, a summary of many of the new techniques developed in the last two decades for spectrum analysis of discrete time series is presented, including classical periodogram, classical Blackman-Tukey, autoregressive (maximum entropy), moving average, autotegressive-moving average, maximum likelihood, Prony, and Pisarenko methods.
Journal ArticleDOI
Analysis of recursive stochastic algorithms
TL;DR: It is shown how a deterministic differential equation can be associated with the algorithm and examples of applications of the results to problems in identification and adaptive control.
Related Papers (5)
Adaptive detection and enhancement of multiple sinusoids using a cascade IIR filter
T. Kwan,Kenneth W. Martin +1 more
Performance analysis of an adaptive notch filter with constrained poles and zeros
Petre Stoica,Arye Nehorai +1 more