Title :
Convergence analysis of a data echo canceller with a stochastic gradient adaptive FIR filter using the sign algorithm
Author :
Koike, Shin Ichi
Author_Institution :
NEC Corp., Tokyo, Japan
fDate :
12/1/1995 12:00:00 AM
Abstract :
Under the assumption that the “errors at the taps” are Gaussian distributed, a new set of recurrence formulae is derived for calculating theoretical convergence process of a data echo canceller equipped with an FIR filter that is adaptively controlled by using the “stochastic gradient sign algorithm” with a binary and white process as the filter input. Convergence curves for the mean squared residual echo based on the recurrence formulae show an excellent agreement with those obtained by simulation. Approximate recurrence formulae that yield a useful, though less accurate, estimation of the residual echo convergence are also proposed. Furthermore, a closed-form solution to the approximate recurrence formulae is derived. And finally, probability density function of the residual echo is depicted as it changes its shape as the echo canceller converges
Keywords :
FIR filters; Gaussian distribution; Gaussian processes; adaptive filters; adaptive signal processing; approximation theory; convergence of numerical methods; data communication; filtering theory; recursive estimation; stochastic processes; Gaussian distributed errors; adaptive control; approximate recurrence formulae; binary process; closed-form solution; convergence analysis; convergence process; data echo canceller; filter input; mean squared residual echo; probability density function; recurrence formulae; sign algorithm; simulation; stochastic gradient adaptive FIR filter; white process; Adaptive filters; Closed-form solution; Convergence; Data analysis; Echo cancellers; Finite impulse response filter; Probability density function; Shape; Stochastic processes; Yield estimation;
Journal_Title :
Signal Processing, IEEE Transactions on