Stationary behavior of an anti-windup scheme for recursive parameter estimation under lack of excitation

Windup properties of recursive parameter estimation algorithms in acoustic echo cancellation

“…When the input signal is persistently exciting, the SGalgorithm converges to È . If the excitation is not sufficient in some directions, it can be shown that a manifold of stationary solutions exists, (Evestedt and Medvedev, 2005). Notice here that all the stationary solutions to (7) within the manifold yield the same Kalman gain ôص È ³´Øµ in (3).…”

“…The SG algorithm was developed especially for handling the windup phenomenon. It is possible to see, (Evestedt and Medvedev, 2005), that (3) can, both for symmetric and non-symmetric solutions, be written as,…”

Windup Properties of Recursive Parameter Estimation Algorithms in Acoustic Echo Cancellation

“…If the excitation is not sufficient in some directions, it can be shown that a manifold of stationary solutions exists, (Evestedt and Medvedev, 2005). Notice here that all the stationary solutions to (7) within the manifold yield the same Kalman gain ôص È ³´Øµ in (3).…”

“…It is possible to see, (Evestedt and Medvedev, 2005), that (3) can, both for symmetric and non-symmetric solutions, be written as,…”

“…The SGalgorithm is shown to be non-diverging under lack of excitation in (Medvedev, 2003;Medvedev, 2004). Steady state solutions are studied in (Evestedt and Medvedev, 2005).…”