Title :
Stochastic convergence properties of the adaptive gradient lattice
Author :
Sohie, Guy R L ; Sibul, Leon H.
Author_Institution :
Pennsylvania State University, University Park, PA
Abstract :
A stochastic fixed-point theorem is used as a basis for the study of stochastic convergence properties (in mean-squares sense) of the adaptive gradient lattice filter. Such properties include conditions on the stepsize in the adaptive algorithm and analytic expressions for the misadjustment and convergence rate.
Keywords :
Acoustics; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Convergence; Laboratories; Lattices; Least squares approximation; Reflection; Stochastic processes;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83.
DOI :
10.1109/ICASSP.1983.1172046