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A new method for unbiased time‐delay estimation in noisy environments
Author(s) -
Wen Jing,
Li Ping,
Wen Yumei
Publication year - 2007
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.951
Subject(s) - convergence (economics) , noise (video) , computer science , filter (signal processing) , estimation , mathematical optimization , adaptive filter , unbiased estimation , algorithm , control theory (sociology) , mathematics , statistics , engineering , artificial intelligence , control (management) , systems engineering , estimator , economics , image (mathematics) , computer vision , economic growth
When input data are contaminated with noise, the least mean square time‐delay estimation (LMSTDE) actually gives a biased estimate. In this paper, we propose and analyse a new adaptive filter structure for time‐delay estimation (TDE), which can eliminate this bias. A new adaptive criterion is then constructed. We determine the corresponding analytical solution, and develop the stochastic gradient algorithm to calculate the optimum solution. Convergence of the stochastic gradient algorithm is established, and upper bounds on the step sizes are deduced for guaranteed convergence. Simulation results are included to illustrate the superiority of the new model and corroborate the theoretical developments. Copyright © 2007 John Wiley & Sons, Ltd.