Title :
A stochastic model for the deficient order Affine Projection algorithm
Author :
De Almeida, Sérgio J M ; Costa, Marcio H. ; Bermudez, José C M
Author_Institution :
Centro Politec., Univ. Catolica de Pelotas, Pelotas, Brazil
Abstract :
This paper presents a statistical analysis of the Affine Projection (AP) adaptive algorithm for autoregressive (AR) input signals when the order of the AP algorithm is smaller than the order of the AR process. Deterministic recursive equations are derived for the mean weight and mean-square error behavior. Monte Carlo simulations show excellent agreement with the theoretical predictions in steady-state and, under certain conditions, during transient. These results are of special interest in practical applications where the computational complexity prevents implementation of the sufficient order AP algorithm for high order AR inputs.
Keywords :
Monte Carlo methods; adaptive filters; adaptive signal processing; autoregressive processes; mean square error methods; statistical analysis; AP adaptive algorithm; Monte Carlo simulations; adaptive filters; affine projection adaptive algorithm; autoregressive input signals; computational complexity; deficient order affine projection algorithm; deterministic recursive equations; mean weight error behavior; mean-square error behavior; statistical analysis; stochastic model; Adaptation model; Analytical models; Artificial neural networks; Adaptive filters; signal processing;
Conference_Titel :
Information Sciences Signal Processing and their Applications (ISSPA), 2010 10th International Conference on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4244-7165-2
DOI :
10.1109/ISSPA.2010.5605589