Title :
A statistical analysis of the affine projection algorithm for unity step size and autoregressive inputs
Author :
De Almeida, Sérgio J M ; Bermudez, José Carlos M ; Bershad, Neil J. ; Costa, Márcio Holsbach
Author_Institution :
Univ. Catolica de Pelotas, Brazil
fDate :
7/1/2005 12:00:00 AM
Abstract :
This paper presents a new statistical analysis of the affine projection (AP) algorithm. An analytical model is derived for autoregressive (AR) inputs for unity step size (fastest convergence). Deterministic recursive equations are derived for the mean AP weight and mean-square error for large values of N (the number of adaptive taps). The value of N is also assumed large compared to the algorithm order (number of input vectors used to determine the weight update direction). The model predictions display better agreement with Monte Carlo simulations in both transient and steady-state than models previously presented in the literature. The model´s accuracy is sufficient for most practical design purposes.
Keywords :
adaptive signal processing; autoregressive processes; convergence of numerical methods; least mean squares methods; recursive estimation; statistical analysis; Monte Carlo simulations; adaptive filters; adaptive signal processing; affine projection algorithm; analytical model; autoregressive inputs; deterministic recursive equations; mean square error; statistical analysis; system identification; unity step size; weight update direction; Adaptive algorithm; Adaptive filters; Adaptive signal processing; Algorithm design and analysis; Convergence; Least squares approximation; Predictive models; Projection algorithms; Signal processing algorithms; Statistical analysis; Adaptive filters; adaptive signal processing; statistical analysis; system identification;
Journal_Title :
Circuits and Systems I: Regular Papers, IEEE Transactions on
DOI :
10.1109/TCSI.2005.851720