Title :
A Stochastic Model for a Pseudo Affine Projection Algorithm
Author :
De Almeida, Sérgio J M ; Bermudez, JoséCarlos M. ; Bershad, Neil J.
Author_Institution :
Catholic Univ. of Pelotas, Pelotas
Abstract :
This paper presents a statistical analysis of a Pseudo Affine Projection (PAP) algorithm, obtained from the Affine Projection algorithm (AP) for a step size alpha < 1 and a scalar error signal in the weight update. Deterministic recursive equations are derived for the mean weight and for the mean square error (MSE) for a large number of adaptive taps N compared to the order P of the algorithm. Simulations are presented which show good to excellent agreement with the theory in the transient and steady states. The PAP learning behavior is of special interest in applications where tradeoffs are necessary between convergence speed and steady-state misadjustment.
Keywords :
mean square error methods; signal processing; stochastic processes; PAP learning behavior; deterministic recursive equation; mean square error; mean weight; pseudoaffine projection algorithm; scalar error signal; stochastic model; weight update; Adaptive filters; affine projection; analysis; pseudo affine projection; stochastic algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2008.2007109