A statistical analysis of the affine projection algorithm for unity step size and autoregressive inputs

被引:58
作者
de Almeida, SJM [1 ]
Bermudez, JCM
Bershad, NJ
Costa, MH
机构
[1] Univ Catolica Pelotas, Escola Engn & Arquitetura, BR-96010000 Pelotas, Brazil
[2] Univ Fed Santa Catarina, Dept Elect Engn, BR-88040900 Florianopolis, SC, Brazil
[3] Univ Calif Irvine, Dept Comp Sci & Elect Engn, Irvine, CA 92697 USA
关键词
adaptive filters; adaptive signal processing; statistical analysis; system identification;
D O I
10.1109/TCSI.2005.851720
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper presents a new statistical analysis of the affine projection (AP) algorithm. An analytical model is derived for autoregressive (AR) inputs for unity step size (fastest convergence). Deterministic recursive equations are derived for the mean AP weight and mean-square error for large values of N (the number of adaptive taps). The value of N is also assumed large compared to the algorithm order (number of input vectors used to determine the weight update direction). The model predictions display better agreement with Monte Carlo simulations in both transient and steady-state than models previously presented in the literature. The model's accuracy is sufficient for most practical design purposes.
引用
收藏
页码:1394 / 1405
页数:12
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