Title :
A theoretical model for the deficient order pseudo-affine projection algorithm
Author :
de Almeida, Sergio J. M. ; Costa, Marcio H. ; Bermudez, Jose C. M.
Author_Institution :
Centro Politec., Univ. Catolica de Pelotas, Pelotas, Brazil
Abstract :
This paper presents a statistical analysis of the PseudoAffine Projection (PAP) adaptive algorithm when the order of the PAP algorithm is smaller than the order of the autoregressive (AR) input process. Deterministic recursive equations are derived for the mean weight and mean-square error behavior. Monte Carlo simulations show good agreement with the theoretical predictions in steady-state and during transient. These results are of special interest in practical applications where the computational complexity prevents implementation of the sufficient order PAP algorithm for high order AR inputs.
Keywords :
Monte Carlo methods; affine transforms; autoregressive processes; computational complexity; deterministic algorithms; mean square error methods; statistical analysis; AR input process; Monte Carlo simulations; PAP adaptive algorithm; autoregressive input process; computational complexity; deficient order pseudo-affine projection algorithm; deterministic recursive equations; mean square error behavior; mean weight error behavior; statistical analysis; theoretical model; Adaptation models; Analytical models; Mathematical model; Mean square error methods; Prediction algorithms; Signal processing algorithms; Steady-state;
Conference_Titel :
Signal Processing Conference, 2010 18th European
Conference_Location :
Aalborg
