Title :
A differential equation approach for the analysis of the adaptive lattice filter
Author :
Peng, Rong ; Rao, Bhaskar D.
Author_Institution :
Ames Dept. of Syst. Sci., California Univ., San Diego, La Jolla, CA, USA
Abstract :
The convergence properties of an adaptive lattice filter using a stochastic gradient algorithm are investigated using differential equations. The mean of the PARCOR coefficients of the adaptive lattice filter is obtained by analyzing an associated ordinary differential equation (ODE). An efficient way to compute the statistics required for the solution of the ODE is presented. An expression for the variance of the PARCOR coefficients is derived from the stochastic differential equation (SDE) associated with the normalized error process. Simulation results are given to support the theoretical results
Keywords :
adaptive filters; differential equations; digital filters; PARCOR coefficients; adaptive lattice filter; convergence properties; differential equations; normalized error process; simulation results; statistics; stochastic differential equation; stochastic gradient algorithm; Adaptive filters; Algorithm design and analysis; Convergence; Differential equations; Lattices; Signal processing algorithms; Statistics; Stochastic processes; Stochastic systems; Transversal filters;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266605
