DocumentCode
1149322
Title
Transient analysis of data-normalized adaptive filters
Author
Al-Naffouri, Tareq Y. ; Sayed, Ali H.
Author_Institution
Dept. of Electr. Eng., Stanford Univ., CA, USA
Volume
51
Issue
3
fYear
2003
fDate
3/1/2003 12:00:00 AM
Firstpage
639
Lastpage
652
Abstract
This paper develops an approach to the transient analysis of adaptive filters with data normalization. Among other results, the derivation characterizes the transient behavior of such filters in terms of a linear time-invariant state-space model. The stability, of the model then translates into the mean-square stability of the adaptive filters. Likewise, the steady-state operation of the model provides information about the mean-square deviation and mean-square error performance of the filters. In addition to deriving earlier results in a unified manner, the approach leads to stability and performance results without restricting the regression data to being Gaussian or white. The framework is based on energy-conservation arguments and does not require an explicit recursion for the covariance matrix of the weight-error vector.
Keywords
adaptive filters; mean square error methods; regression analysis; stability; state-space methods; transient analysis; data-normalized adaptive filters; energy-conservation arguments; linear time-invariant state-space model; mean-square deviation; mean-square error performance; mean-square stability; regression data; steady-state operation; transient analysis; Adaptive filters; Convergence; Covariance matrix; Feedback; Information filtering; Information filters; Nonlinear filters; Stability; Steady-state; Transient analysis;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2002.808106
Filename
1179756
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