Application of Benveniste's convergence results in the study of adaptive IIR filtering algorithms

  title={Application of Benveniste's convergence results in the study of adaptive IIR filtering algorithms},
  author={Hong Fan},
  journal={IEEE Trans. Information Theory},
It is shown that the weak convergence results of Benveniste et al. can be used to prove convergence of (some) adaptive infinite impulse response (IIR) filtering algorithms. The association of the algorithms with some ordinary differential equations (ODE’s) for constant gains, which parallels the theory of Ljung et al., is suitable for constant-gain adaptive filtering applications. Convergence proofs for a prefiltering algorithm, for a simple constant-gain version of the recursive maximum… CONTINUE READING
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