STATISTICAL PERFORMANCE ANALYSIS OF A FAST STOCHASTIC GRADIENT FOR CONSTRAINED ADAPTIVE TIME-DELAY ESTIMATION

An efficient bi-state stochastic gradient is proposed for spontaneous constrained time delay estimation. The quantized stochastic gradient is an approximation of the polarity of the instantaneous delay estimation error. It is adjusted in such a way that it has a much higher probability to move in the correct direction at each iteration so as to enable a speed-up in the delay estimate to converge to global minimum in steady state. The performance of the delay estimator is evaluated statistically and an analytical solution for its convergence behavior is established. It is demonstrated that the proposed algorithm has at least a two-fold improvement in convergence speed when compared with the conventional approach, and this is verified by extensive simulation results.