Stochastic Analysis of the Normalized Subband Adaptive Filter Algorithm

This paper studies the statistical behavior of the normalized subband adaptive filtering (NSAF) algorithm. An accurate statistical model of the NSAF algorithm is obtained. In the derivation, we focus on Gaussian correlated input signals. By assuming that the analysis filter bank is paraunitary and taking into account the full band adaptation mechanism of the NSAF, expressions for the first and the second moments of the adaptive filter weights are derived without invoking the slow adaptation assumption. In the derivations, several hyperelliptic integrals appear. To tackle those integrals induced by Gaussian correlated inputs, we first give a solution by resorting to the adaptive Lobatto quadrature. By invoking the averaging principle, two other approximation methods, the chi-square method and the partial fraction expansion method, are presented to approximate the statistical model as well. Monte Carlo (MC) simulation results corroborate our predictions. The Lobatto quadrature method achieves a good agreement with the MC simulation results, even for a relatively large step size. Compared with the chi-square method and the partial fraction expansion method, the Lobatto quadrature method gives better performance in terms of predicting the mean square error when the length of the adaptive filters is small to medium. The chi-square approximation method and the partial fraction expansion method give a satisfactory performance with a relatively low computational complexity when the filter length is large.