A unified approach to the steady-state and tracking analyses of adaptive filters

被引：211
作者：
Yousef, NR [1 ]
Sayed, AH [1 ]
机构：
[1] Univ Calif Los Angeles, Dept Elect Engn, Los Angeles, CA 90095 USA
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2001年 / 49卷 / 02期
基金：
美国国家科学基金会;
关键词：
adaptive filter; feedback analysis; mean-square error; steady-state analysis; tracking analysis; transient analysis;
D O I：
10.1109/78.902113
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：
Most adaptive filters are inherently nonlinear and time-variant systems. The nonlinearities in the update equations tend to lead to difficulties in the study of their steady-state performance as a limiting case of their transient performance. This paper develops a unified approach to the steady-state and tracking analyses of adaptive algorithms that bypasses many of these difficulties. The approach is based on the study of the energy flow through each iteration of an adaptive filter, and it relies on a fundamental error variance relation.
引用
收藏
页码：314 / 324
页数：11
相关论文
共 30 条
[1]  
Benveniste A, 1990, Adaptive algorithms and stochastic approximations
[2]   ANALYSIS OF THE NORMALIZED LMS ALGORITHM WITH GAUSSIAN INPUTS [J].
BERSHAD, NJ .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1986, 34 (04) :793-806
[3]  
CHAMBERS JA, 1994, ELECTRON LETT, V30, P1574, DOI 10.1049/el:19941060
[4]   TRACKING ANALYSIS OF THE SIGN ALGORITHM IN NONSTATIONARY ENVIRONMENTS [J].
CHO, SH ;
MATHEWS, VJ .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (12) :2046-2057
[5]  
Diniz P.S., 1997, Adaptive filtering
[6]   OPTIMUM STEP SIZE OF SIGN ALGORITHM FOR NONSTATIONARY ADAPTIVE FILTERING [J].
EWEDA, E .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (11) :1897-1901
[7]   COMPARISON OF RLS, LMS, AND SIGN ALGORITHMS FOR TRACKING RANDOMLY TIME-VARYING CHANNELS [J].
EWEDA, E .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (11) :2937-2944
[8]  
Farhang-Boroujeny B, 1998, ADAPTIVE FILTERS THE
[9]   Adaptive fractionally spaced blind CMA equalization: Excess MSE [J].
Fijalkow, I ;
Manlove, CE ;
Johnson, CR .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1998, 46 (01) :227-231
[10]  
Haykin S., 1991, ADAPTIVE FILTER THEO
123