Tracking analysis of the sign algorithm in nonstationary environments

A tracking analysis of the adaptive filters equipped with the sign algorithm and operating in nonstationary environments is presented. Under the assumption that the nonstationary can be modeled using a random disturbance, it is shown that the long-term time average of the mean-absolute error is bounded, and that there exists an optimal choice of the convergence constant μ which minimizes this quality. Applying the commonly used independence assumption, and under the assumption that the nonstationarity is solely due to the time-varying behavior of the optimal coefficients, it is shown that the distributions of the successive coefficient misalignment vectors converge to a limiting distribution when the adaptive filter is used in the system identification mode. Finally, under the additional assumption that the signals involved are zero mean and Gaussian, a set of nonlinear difference equations is derived that characterizes the mean and mean-squared behavior of the filter coefficients and the mean-squared estimation error during adaptation and tracking. Results of several experiments that show very good correlation with the theoretical analyses are presented