The Monte Carlo method for adaptive IIR filter

Adaptive filter is widely used in many cases, and usually formed in FIR structure. But in some situations, adaptive IIR filter has better performance than FIR. Such as, muti-path wireless channel can be presented as full zero-point model, and the difficulty will be encountered for equalization using adaptive FIR filter. However, the channel can be compensated with satisfy characteristics by using adaptive IIR filter. Unfortunately, the general IIR algorithm is difficult to perform filtering with robust and downright. This paper proposes a new approach for adaptive IIR filter based particle filter, the agility is demonstrated by applications in time-invariety and time-variety channels, and is suitable for extended application. The degeneracy phenomena will not occur in filtering. Simulation results indicated that the new method is feasible.