Title :
Mean-square performance of a family of affine projection algorithms
Author :
Shin, Hyun-Chool ; Sayed, Ali H.
Author_Institution :
Div. of Electron. & Comput. Eng., Pohang Univ. of Sci. & Technol., South Korea
Abstract :
Affine projection algorithms are useful adaptive filters whose main purpose is to speed the convergence of LMS-type filters. Most analytical results on affine projection algorithms assume special regression models or Gaussian regression data. The available analysis also treat different affine projection filters separately. This paper provides a unified treatment of the mean-square error, tracking, and transient performances of a family of affine projection algorithms. The treatment relies on energy conservation arguments and does not restrict the regressors to specific models or to a Gaussian distribution. Simulation results illustrate the analysis and the derived performance expressions.
Keywords :
Gaussian processes; adaptive filters; convergence of numerical methods; curve fitting; least mean squares methods; regression analysis; transient analysis; Gaussian regression data; LMS-type filters; adaptive filter; affine projection algorithm; energy conservation; learning curve; least mean squares; steady-state analysis; tracking analysis; transient analysis; Adaptive filters; Algorithm design and analysis; Computational modeling; Convergence; Data analysis; Energy conservation; Gaussian distribution; Least squares approximation; Projection algorithms; Transient analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2003.820077