RPEM Algorithm for Adaptive Bilinear Filter

적응 쌍선형 필터의 RPEM 알고리즘

Bilinear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients compared with Volterra models. But bilinear filters have stability problem because they involve nonlinear feedback. Adaptive algorithms for bilinear filters may be diverge and have poor convergence characteristics when input signal is large In this paper, necessary and sufficient condition for mean square stability of bilinear filters for given input signal statistics is briefly described, and the method obtaining the input bound to guarantee the stability of bilinear filters is presented. New RPEM algorithm, which does not diverge and has the superior convergence characteristics compared with the conventional RPEM algorithm when input signal is large, is derived by applying the time-varying Kalman filtering concept to the conventional RPEM algorithm.