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

fYear

1989

Firstpage

1023

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on

Conference_Location

Glasgow

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1989.266605

Filename

266605