1830

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 50, NO. 6, DECEMBER 2001

Adaptive IIR Filter Initialization via Hybrid FIR/IIR Adaptive Filter Combination
Lorenzo Pasquato and Izzet Kale, Member, IEEE
AbstractA novel hybrid adaptive FIR/IIR filter configuration is presented. The aim is to reduce the main obstacles limiting the use of adaptive IIR filters: namely convergence and stability. The hybrid scheme attempts to exploit the good qualities of both adaptive FIR filters (good convergence and stability) and those for adaptive IIR filters (sharp transition bands, lower order, and complexity). In this paper, the hybrid scheme is presented for a system identification problem, and the task is achieved in three main steps: a) A training signal is applied to an adaptive FIR filter to achieve a near optimum approximation; b) the FIR coefficients are mapped through the balanced model reduction technique to a smaller set of coefficients initializing an adaptive IIR filter; c) there is a process of fine tuning (small adaptive stepsize) the adaptive IIR coefficients for further approximation precision. The IIR filter in the hybrid scheme makes use of the Steiglitz McBride algorithm that assures the stability of the filter. Furthermore, the convergence to the minimum error performance is enforced by the fact that the adaptive IIR filter is operating close to the optimum, requiring very small pole perturbation. The hybrid scheme is compared against the adaptive IIR filter initialized with a set of zero coefficients. Index TermsAdaptive filter, balanced models, convergence stepsize, FIR filter, IIR filter, model reduction.
Fig. 1. SteiglitzMcBride Algorithm [11]. Notice that the index k refers to the current sample and the index k is the elements estimate.

+1

I. INTRODUCTION COMMON practice in adaptive FIR and adaptive IIR filtering is to set the coefficient initial values to zero. This sort of initialization does not present any intrinsic problem for the adaptive FIR filters having the error performance surface a convex quadratic shape that ensures the convergence toward the minimum [1]. The initializations problem with a set of null coefficients arises in the case of adaptive IIR filter. In fact, the gradient algorithms often have a nonconvex error performance surface. The presence of local minima may entrap the convergence path of these filters in a far from optimal solution. Further, the majority of the algorithms known to the authors have to face the danger of unstable behavior of the IIR filter during coefficient updates [1], [2]. The hybrid structure presented here aims to contribute to the reduction of the main obstacles affecting adaptive IIR filters; these are namely convergence and/or stability.

Fig. 2.

Conventional system identification set-up.

Fig. 3. Comparison between direct adaptive IIR filtering and our hybrid FIR/IIR adaptive filtering technique deployed in a system identification problem.

Manuscript received May 26, 1999; revised September 25, 2001. This work was supported by Engineering and Physical Science Research Council, U.K., under Grant 96309011. The authors are with the Department of Electronic Systems, University of Westminster, London, U.K. (e-mail: kalei@westminster.ac.uk). Publisher Item Identifier S 0018-9456(01)10967-8.

II. THE ADAPTIVE ALGORITHMS For the work presented here, the well-known RLS algorithm for the adaptive FIR filter was deployed, having the advantage

00189456/01$10.00 2001 IEEE

PASQUATO AND KALE: ADAPTIVE IIR FILTER INITIALIZATION VIA HYBRID FIR/IIR ADAPTIVE FILTER COMBINATION

1831

(a)

(b)

Fig. 4. (a) Identification after 800 iterations with the adaptive FIR filter (solid line). (b) Frequency response of the IIR filter initialized via BMT (solid line). The unknown system is with the dashed line.

of fast convergence [2]. For the adaptive IIR filters reported in this paper, the direct form of the SteiglitzMcBride algorithm in its iterative form has been adopted. The SteiglitzMcBride algorithm with a simple implementation and its equation error approach guarantees convergence during the adaptive process [3]. This algorithm was the center of a debate about its convergence to establish if the cost function would converge to a global minimum, as for gradient descent [9]. The findings were that the algorithm in general is not a gradient algorithm and can converge to a bias optimum [3], [10]. In the following, Fig. 1 is reported the scheme of the Steiglitz is the input signal, McBride algorithm [8], [11], where is the additive noise, is the noisy output, is is the output error, is the the adaptive filter output, is the denominator numerator transfer function, and transfer function at the adaptive iteration . The relevant aspect to be considered here is that the IIR filter has the coefficients initialized with close approximation to the unknown system frequency response. Therefore, fine tuning adjustments with the adaptive IIR filter utilize a small stepsize which allows the convergence to escape to a biased optimum considering the very small variation of the parameters (small perturbation conjecture [8, p. 409]). For small stepsize conditions, the cascade of the two transfer functions described and on the right-hand side of Fig. 1 is an all-pass filter. In fact, the variation of the calculated for sample and its estimate for sample is very small; therefore, the algorithms behave as a gradient algorithm.

III. OUR FIR-IIR HYBRID SCHEME The hybrid scheme attempts to exploit the good qualities of both adaptive FIR filters (good convergence and stability) and the adaptive IIR filters (sharp transition band, lower order and complexity). The results presented here were conducted on a system identification problem represented in its classical form in Fig. 2. Fig. 3 reports a diagram representing how the problem of system identification is approached with our hybrid FIR/IIR adaptive filter technique, compared to the direct adaptive IIR filter approach. The three main steps involved in the application of our approach to system identification are described in the following. a) A training signal (the noisy output of the unknown system to be detected) is applied to an adaptive FIR filter to achieve a near optimum approximation. For this presentation, the identification via adaptive FIR filtering uses the recursive least square algorithm (RLS) which gives a fast preliminary unknown system approximation [1]. b) The FIR coefficients are mapped via the balanced model reduction technique [2] to a smaller set of coefficients initializing an adaptive IIR filter. The balanced model reduction technique better named balanced model truncation (BMT) [5] exploits the properties of suboptimum fast model reduction using Hankel singular values as error control elements to obtain a sub-model still able to represent the original system within the desired accuracy [6], [7]. c) At this stage, the IIR filter coefficients can undergo a further modification via adaptive iterations in an attempt to match the unknown system very closely.

1832

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 50, NO. 6, DECEMBER 2001

(a) Fig. 5. zero.

(b)

System identification after 4000 adaptive IIR iterations (SNR=5 dB). (a) IIR filter initialized via BMT; (b) IIR filter initialized with coefficients set to

(a)

(b) Fig. 6. Mean square errror (MSE) for the adaptive FIR and adaptive IIR filters. (a) MSE plot for the adaptive FIR filter; (b) the dashed line is the MSE plot for the adaptive IIR filter initialized with set of zero coefficients. The continuous line is the MSE plot for the adaptive IIR filter with the coefficients initialized via BMT.

As mentioned earlier, the adaptive IIR algorithm employs the Steiglitz McBride algorithm which has a quadratic error performance surface that still has high degree of convergence [5].

Here, there are two things to be emphasized: 1) the mapping from FIR (which is close to its optimum) to IIR via BMT takes the IIR to be within close vicinity of its optimum convergence

PASQUATO AND KALE: ADAPTIVE IIR FILTER INITIALIZATION VIA HYBRID FIR/IIR ADAPTIVE FILTER COMBINATION

1833

(a)

(b) Fig. 7. IIRs denominators coefficients update (a) from coefficients initialized via BMT and (b) from conventional initialization with set of zero values.

(a)

(b) Fig. 8. IIRs numerators coefficients update (a) from coefficients initialized via BMT and (b) from conventional initialization with set of zero values.

point and 2) the adaptive stepsize has to be small, and this should allow for a better control over the IIR filter convergence as the coefficients are updated.

IV. EXAMPLE In this example, we report the test results for a typical system identification problem. The unknown system was a maximum

1834

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 50, NO. 6, DECEMBER 2001

(a)

(b)

(c)

(d)

Fig. 9. Pole zero deployment: (a) Original system; (b) the final result of 800 iterations with adaptive FIR filter followed by BMT; (c) after further 4000 iterations with the adaptive IIR filter (fine tuning); (d) results for comparison after 4000 iterations with IIR filter initialized by set of zero coefficients.

phase system with a high-pass frequency response characteristic having the following transfer function equation

The unknown system was excited with Gaussian white noise having zero mean and unity variance. Independent Gaussian white noise was added to the output of the unknown system to set the signal-to-noise ratio (SNR) to 5 dB. The adaptive FIR filter was a 39 tap filter that performed 800 iterations of the RLS algorithm with the exponential weighting factor (or forgetting factor) set equal to 0.998. The results for this experiment are reported in Fig. 4(a). The successive application of the BMT technique, maps the FIR previously obtained to initialize an adaptive IIR filter for the next identification stage and delivers the set of coefficients having transfer function response as shown in Fig. 3(b). Notice that the application of the BMT technique removed the modes with low energy content that are elements of the residual error energy still present after the adaptation with the FIR filter. Fig. 5(a) reports the results of the adaptive IIR filter after 4000 iterations of the Steiglitz McBride algorithm for further refining of the identification using a numerator stepsize

and denominator stepsize . Fig. 5(b) reports the transfer function response of the adaptive IIR filter after 4000 adaptive iterations with the values for the stepsizes for the numerator and for the denominator. In Fig. 6, the plots are reported for the mean square error (MSE) for output error obtained during the adaptive process for the hybrid scheme (adaptive FIR plus adaptive IIR filter) and for the adaptive IIR filter when initialized with a set of zero coefficients. The MSE for the adaptive FIR filter represents the error output obtained in the first stage of the hybrid scheme. After 800 iterations, the improvement of the adaptive FIR filter becomes very small. At this point, the BMT algorithm is applied to initialize the IIR filter. The BMT technique is based on the reduction of the inner state space representation of the estimated FIR filter. This reduction contributes to eliminating low-energy components of the inner state of the filter, which contain some residual noise components of the estimation process. In fact, the plot in Fig. 6(b) shows that the adaptive IIR filter starts with a very low level of error. The adaptive IIR filter initialized with a set of zero coefficients reaches a constant error estimation that converges to a biased value. Notice that the approximation to the unknown system with the adaptive IIR filter initialized via the BMT technique shows

PASQUATO AND KALE: ADAPTIVE IIR FILTER INITIALIZATION VIA HYBRID FIR/IIR ADAPTIVE FILTER COMBINATION

1835

a better performance since the coefficients are already close to the optimum as the step update during the adaptation does not perturb the system significantly. On the contrary, the conventional adaptive IIR filter initialized with a set of zero coefficients showed the need for intervention of stability control. This situation is highlighted in Fig. 7, showing the adaptive coefficients variations in the case of the IIR initialized from BMT [Fig. 7(a)] and the adaptive IIR initialized with coefficients set to zero [Fig. 7(b)]. It is immediately clear that the large perturbation especially for the denominator coefficients required intervention to control stability. The numerator coefficients showed a very similar scenario as reported in Fig. 8. A further view on the hybrid scheme approach for the system identification is shown in Fig. 9. Fig. 9(b) reports the pole and zero position produced by applying BMT after 800 iterations with the adaptive FIR filter. It can be immediately noticed that they are positioned close to the optimal one. A further fine tuning via 4000 iterations with the adaptive IIR filter produces the results of Fig. 9(c), where the new position of the zeros can be observed very close to the one of the unknown system. V. CONCLUSION In our experiment, our hybrid adaptive FIR/IIR filter process approach preserved the stability of the IIR filter when the coefficients were initialized to be in the neighborhood of the optimum convergence and gives to the authors reason to think that the fine tuning of the Steiglitz McBride algorithm has a gradient kind of convergence. Therefore, the hybrid scheme adaptive FIR/IIR filter avoided the stability problem and from the tests carried out it seems to be a really promising technique for IIR adaptive filter convergence to the global optimum. REFERENCES
[1] B. Widrow and S. D. Stearns, Adaptive Signal Processing, ser. Signal Processing Series. Englewood Cliffs , NJ: Prentice-Hall, 1986. [2] S. Haykin, Adaptive Filter Theory, 3rd ed. Englewood Cliffs , NJ: Prentice Hall, 1996. [3] H. Fan and W. K. Jenkins, A new adaptive IIR filter, IEEE Trans. Circuits Syst., vol. CAS-33, pp. 939947, Oct. 1986. [4] J. Sink, Adaptive IIR filtering, IEEE ASSP Mag., pp. 421, Apr. 1989. [5] I. Kale, J. Gryka, G. D. Cain, and B. Beliczynski, FIR filter order reduction: Balanced model truncation and Hankel-Norm optimal approximation, IEEE Proc. Vis. Image Signal Processing, vol. 141, June 1994.

[6] B. C. Moore, Principal component analysis in linear system: Controllability, observability, and model reduction, IEEE Trans. Automat. Control, vol. AC-26, Feb. 1981. [7] K. Glover, All optimal Hankel-Norm approximations of linear multivariable system and their L -error bounds, Int. J. Control, vol. 39, no. 6, 1984. [8] P. A. Regalia, Adaptive IIR Filtering in Signal Processing and Contr.. New York: Marcel Dekker, 1995. [9] T. Sderstrm and P. Stoica, On some system identification techniques for adaptive filtering, IEEE Trans. Circuits Syst., vol. 35, pp. 457461, Apr. 1988. [10] H. Fan and M. Nayeri, On reduced order identification: Revisiting On some system identification techniques for adaptive filtering, IEEE Trans. Circuits Syst., vol. 37, pp. 11441151, Sept. 1990. [11] P. S. R. Diniz, Adaptive Filtering Algorithms and Practical Implementation. New York: Kluwer, 1997.

Lorenzo Pasquato was born in Padua, Italy. He received the M.S. degree in electronic engineering from the University of Padua in 1991. He received the M.Sc. degree in digital signal processing systems and the Ph.D. degree in adaptive signal processing from the University of Westminster, London, U.K., in 1996 and 2000, respectively. He is currently employed with Racal Instruments (former Thales Instruments Ltd.), Slough, U.K., where he is involved in wireless communication for implementation of the UMTS standard.

Izzet Kale (M88) was born in Akincilar, Cyprus. He received the B.Sc. (honors) degree in electrical and electronic engineering from the Polytechnic of Central London, London, U.K., the M.Sc. degree in the design and manufacture of microelectronic systems from Edinburgh University, Edinburgh, U.K., and the Ph.D. in techniques for reducing digital filter complexity from the University of Westminster, London. He joined the staff of the University of Westminster (formerly the Polytechnic of Central London) in 1984 and he has been with them since. He is currently Professor of applied DSP and VLSI systems, leading the Applied DSP and VLSI Research Group at the University of Westminster. His research and teaching activities include digital and analog signal processing, silicon circuit and system design, digital filter design and implementation, A/D and D/A sigma-delta converters. He is currently working on efficiently implementable, low-power DSP algorithms/architectures and sigma-delta modulator structures for use in the communications and biomedical industries.