Title :
A unified approach to the steady-state and tracking analyses of adaptive filters
Author :
Yousef, Nabil R. ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
fDate :
2/1/2001 12:00:00 AM
Abstract :
Most adaptive filters are inherently nonlinear and time-variant systems. The nonlinearities in the update equations tend to lead to difficulties in the study of their steady-state performance as a limiting case of their transient performance. This paper develops a unified approach to the steady-state and tracking analyses of adaptive algorithms that bypasses many of these difficulties. The approach is based on the study of the energy flow through each iteration of an adaptive filter, and it relies on a fundamental error variance relation
Keywords :
adaptive filters; adaptive signal processing; filtering theory; iterative methods; least mean squares methods; tracking filters; LMS algorithm; adaptive algorithms; adaptive filters; energy flow; fundamental error variance relation; iteration; least-mean mixed-norm algorithm; nonlinear systems; steady-state analysis; steady-state performance; time-variant systems; tracking analysis; transient performance; unified approach; update equations; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Convergence; Error analysis; Feedback; Nonlinear equations; Performance analysis; Steady-state; Transient analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
