DocumentCode :
705893
Title :
Statistical analysis of the deficient length affine projection adaptive algorithm
Author :
de Almeida, Sergio J. M. ; Costa, Marcio H. ; Bermudez, Jose C. M.
Author_Institution :
Escola de Eng. e Arquitetura, Univ. Catolica de Pelotas, Pelotas, Brazil
fYear :
2007
fDate :
3-7 Sept. 2007
Firstpage :
380
Lastpage :
384
Abstract :
This paper presents a statistical analysis of the Affine Projection (AP) adaptive algorithm for the insufficient order case. Deterministic recursive equations are derived for the mean weight and mean-square error behavior. The analysis assumes a large number of adaptive coefficients when compared to the algorithm´s order, autoregressive input signals and unity step-size. Monte Carlo simulations show excellent agreement with the theoretically predicted behavior. It is shown that the AP coefficients converge in the mean to the initial plant coefficients, producing an unbiased solution even for the correlated input signal case. It is also shown that the steady-state mean square error has a term that is proportional to the power of the unpredictable part of the input signal filtered by the un-modeled part of the unknown impulse response.
Keywords :
Monte Carlo methods; adaptive signal processing; affine transforms; mean square error methods; statistical analysis; transient response; AP coefficients converge; Monte Carlo simulations; autoregressive input signals; deficient length affine projection adaptive algorithm; deterministic recursive equations; mean-square error behavior; statistical analysis; steady-state mean square error; unknown impulse response; Adaptive filters; Algorithm design and analysis; Filtering algorithms; Least squares approximations; Mathematical model; Signal processing algorithms; Steady-state;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signal Processing Conference, 2007 15th European
Conference_Location :
Poznan
Print_ISBN :
978-839-2134-04-6
Type :
conf
Filename :
7098829
Link To Document :
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