DocumentCode
1480447
Title
Pseudo Affine Projection Algorithms Revisited: Robustness and Stability Analysis
Author
Rupp, Markus
Author_Institution
Inst. of Telecommun., Vienna Univ. of Technol., Vienna, Austria
Volume
59
Issue
5
fYear
2011
fDate
5/1/2011 12:00:00 AM
Firstpage
2017
Lastpage
2023
Abstract
The so-called Affine Projection (AP) algorithm is of large interest in many adaptive filters applications due to its considerable speed-up in convergence compared to its simpler version, the LMS algorithm. While the original AP algorithm is well understood, gradient type variants of less complexity with relaxed step-size conditions called pseudo affine projection offer still unresolved problems. This contribution shows i) local robustness properties of such algorithms, ii) global properties of these, concluding ℓ2-stability conditions that are independent of the input signal statistics, as well as iii) steady-state values of moderate to high accuracy by relatively simple terms when applied to long filters. Of particular interest is the existence of lower step-size bounds for one of the variants, a bound that has not been observed before.
Keywords
adaptive filters; affine transforms; stability; AP algorithm; LMS algorithm; adaptive filters application; pseudo affine projection algorithm; robustness analysis; signal statistics; stability analysis; steady-state value; step-size bound; Algorithm design and analysis; Complexity theory; Context; Convergence; Decorrelation; Prediction algorithms; Stability analysis; $l_{2}$ -stability; Adaptive filter analysis and design; adaptive gradient type filters; affine projection; error bounds; mismatch; pseudo affine projection;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2011.2113346
Filename
5738694
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