An algorithm for unit-norm equation error system identification based on the method of multipliers

R. Lopez-Valcarce
2003 IEEE Transactions on Signal Processing  
It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-norm equation-error adaptive filtering is proposed. This scheme is inspired by the constrained optimization technique known as the method of multipliers. An analysis of stationary points and mean convergence properties is developed.
doi:10.1109/tsp.2003.819012 fatcat:76imckcdtbbb7laosbkanghcda