DocumentCode
697831
Title
A stochastic model for the deficient length Pseudo Affine Projection adaptive algorithm
Author
de Almeida, Sergio J. M. ; Costa, Marcio H. ; Bermudez, Jose C. M.
Author_Institution
Centro Politec., Univ. Catolica de Pelotas, Cunha, Brazil
fYear
2009
fDate
24-28 Aug. 2009
Firstpage
1715
Lastpage
1719
Abstract
This paper presents a statistical analysis of the deficient length Pseudo Affine Projection (PAP) adaptive algorithm. The PAP algorithm is obtained by introducing a step size control parameter in the weight update equation of the unity step size Affine Projection (AP) algorithm assuming autoregressive input signals. The deficient case occurs when the number of adaptive coefficients is smaller than the necessary to whiten the error signal. Deterministic recursive equations are derived for the mean weight and mean-square error behaviours. Monte Carlo simulations show excellent agreement with the theoretically predicted behaviour in steady-state conditions. It is shown that the PAP coefficients converge in the mean to the initial plant coefficients, producing an unbiased solution even for correlated inputs.
Keywords
Monte Carlo methods; adaptive filters; affine transforms; autoregressive processes; recursive estimation; statistical analysis; Monte Carlo simulations; PAP adaptive algorithm; adaptive coefficients; autoregressive input signals; deficient length pseudo affine projection adaptive algorithm; deterministic recursive equations; initial plant coefficients; mean weight behaviours; mean-square error behaviours; statistical analysis; step size control parameter; unity step size affine projection algorithm; weight update equation; Adaptive filters; Algorithm design and analysis; Equations; Mathematical model; Prediction algorithms; Signal processing algorithms; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2009 17th European
Conference_Location
Glasgow
Print_ISBN
978-161-7388-76-7
Type
conf
Filename
7077403
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