Title :
Pseudo Affine Projection Algorithms Revisited: Robustness and Stability Analysis
Author_Institution :
Inst. of Telecommun., Vienna Univ. of Technol., Vienna, Austria
fDate :
5/1/2011 12:00:00 AM
Abstract :
The so-called Affine Projection (AP) algorithm is of large interest in many adaptive filters applications due to its considerable speed-up in convergence compared to its simpler version, the LMS algorithm. While the original AP algorithm is well understood, gradient type variants of less complexity with relaxed step-size conditions called pseudo affine projection offer still unresolved problems. This contribution shows i) local robustness properties of such algorithms, ii) global properties of these, concluding ℓ2-stability conditions that are independent of the input signal statistics, as well as iii) steady-state values of moderate to high accuracy by relatively simple terms when applied to long filters. Of particular interest is the existence of lower step-size bounds for one of the variants, a bound that has not been observed before.
Keywords :
adaptive filters; affine transforms; stability; AP algorithm; LMS algorithm; adaptive filters application; pseudo affine projection algorithm; robustness analysis; signal statistics; stability analysis; steady-state value; step-size bound; Algorithm design and analysis; Complexity theory; Context; Convergence; Decorrelation; Prediction algorithms; Stability analysis; $l_{2}$-stability; Adaptive filter analysis and design; adaptive gradient type filters; affine projection; error bounds; mismatch; pseudo affine projection;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2011.2113346