• 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