MINIMAL PARAMETER ADAPTIVE NOTCH FILTER WITH CONSTRAINED POLES AND ZEROS.

A new algorithm is presented for adaptive notch filtering and parametric spectral estimation of multiple narrowband or sine wave signals in an additive broadband process. The algorithm is of recursive prediction error form and uses a special constrained model of proper infinite impulse response with a minimal number of parameters. The convergent filter is characterized by a highly narrow bandwidth and uniform notches of desired shape. For sufficiently large data sets, the algorithm approaches the Cramer-Rao bound in estimating the frequencies of the sine wave signals.