Title :
Transient analysis of adaptive filters
Author :
Al-Naffouri, Tareq Y. ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., Stanford Univ., CA, USA
Abstract :
This paper develops a framework for the mean-square analysis of adaptive filters with general data and error nonlinearities. The approach relies on energy conservation arguments and is carried out without restrictions on the probability distribution of the input sequence. In particular, for adaptive filters with diagonal matrix nonlinearities, we provide closed form expressions for the steady-state performance and necessary and sufficient conditions for stability. We carry out a similar study for long adaptive filters that employ error nonlinearities relying on a weaker form of the independence assumption. We provide expressions for the steady-state error and bounds on the step-size for stability by exploiting the Cramer-Rao bound of the underlying estimation process
Keywords :
adaptive filters; matrix algebra; mean square error methods; numerical stability; parameter estimation; transient analysis; Cramer-Rao bound; adaptive filters; closed form expressions; diagonal matrix nonlinearities; energy conservation; error nonlinearities; estimation process; mean-square analysis; stability; steady-state performance; step-size bounds; transient analysis; Adaptive filters; Estimation error; Least squares approximation; Noise measurement; Petroleum; Probability distribution; Recursive estimation; Stability; Steady-state; Transient analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940688
