A unified approach to steady-state performance analysis of adaptive filters without using the independence assumptions

The independence assumptions are widely used conditions in the performance analysis of adaptive filters. Although not valid in general, because of the tapped-delay-line structure of the regression data in most filter implementations, its value lies in the simplifications, it introduces into the analysis. Another approach to study the performance of adaptive filters without using the independence assumptions, is to rely on averaging analysis. In this paper, we present a unified approach to study the steady-state performance of a family of affine projection and data-reusing adaptive algorithms based on the theory of averaging analysis and energy conservation relation without using the independence assumptions and assume specific models for the regression data. Finally, we provide several simulations results to evaluate the steady-state performance of a family of affine projection and data-reusing adaptive algorithms with and without using the independence assumptions.

[1]  Jacob Benesty,et al.  Acoustic signal processing for telecommunication , 2000 .

[2]  W. K. Jenkins,et al.  New data-reusing LMS algorithms for improved convergence , 1993, Proceedings of 27th Asilomar Conference on Signals, Systems and Computers.

[3]  Arie Feuer,et al.  Convergence and performance analysis of the normalized LMS algorithm with uncorrelated Gaussian data , 1988, IEEE Trans. Inf. Theory.

[4]  Dirk T. M. Slock,et al.  On the convergence behavior of the LMS and the normalized LMS algorithms , 1993, IEEE Trans. Signal Process..

[5]  Lennart Ljung,et al.  Analysis of recursive stochastic algorithms , 1977 .

[6]  E. Eweda,et al.  Analysis and design of a signed regressor LMS algorithm for stationary and nonstationary adaptive filtering with correlated Gaussian data , 1990 .

[7]  Ali H. Sayed,et al.  A feedback approach to the steady-state performance of fractionally spaced blind adaptive equalizers , 2000, IEEE Trans. Signal Process..

[8]  Ali H. Sayed,et al.  Transient behavior of affine projection algorithms , 2003, 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03)..

[9]  Victor Solo,et al.  Stochastic averaging analysis of a steepest-descent-type adaptive time-delay estimation algorithm , 1994, Math. Control. Signals Syst..

[10]  Ali H. Sayed,et al.  A time-domain feedback analysis of filtered-error adaptive gradient algorithms , 1996, IEEE Trans. Signal Process..

[11]  Markus Rupp,et al.  The behavior of LMS and NLMS algorithms in the presence of spherically invariant processes , 1993, IEEE Trans. Signal Process..

[12]  Steven G. Kratzer,et al.  The Partial-Rank Algorithm for Adaptive Beamforming , 1986, Optics & Photonics.

[13]  S. Haykin,et al.  Adaptive Filter Theory , 1986 .

[14]  Ehud Weinstein,et al.  Convergence analysis of LMS filters with uncorrelated Gaussian data , 1985, IEEE Trans. Acoust. Speech Signal Process..

[15]  Ali H. Sayed,et al.  A unified approach to the steady-state and tracking analyses of adaptive filters , 2001, IEEE Trans. Signal Process..

[16]  Markus Rupp A family of adaptive filter algorithms with decorrelating properties , 1998, IEEE Trans. Signal Process..

[17]  W. K. Jenkins,et al.  Acceleration of normalized adaptive filtering data-reusing methods using the Tchebyshev and conjugate gradient methods , 1998, ISCAS '98. Proceedings of the 1998 IEEE International Symposium on Circuits and Systems (Cat. No.98CH36187).

[18]  A.A. Beex,et al.  Normalized LMS algorithm with orthogonal correction factors , 1997, Conference Record of the Thirty-First Asilomar Conference on Signals, Systems and Computers (Cat. No.97CB36136).

[19]  Bernard Widrow,et al.  Adaptive Signal Processing , 1985 .

[20]  Woo-Jin Song,et al.  Mean-square performance of adaptive filters using averaging theory , 2004, Conference Record of the Thirty-Eighth Asilomar Conference on Signals, Systems and Computers, 2004..

[21]  José Antonio Apolinário,et al.  Convergence analysis of the binormalized data-reusing LMS algorithm , 2000, IEEE Trans. Signal Process..

[22]  J. H. Husøy,et al.  A common framework for transient analysis of adaptive filters , 2004, Proceedings of the 12th IEEE Mediterranean Electrotechnical Conference (IEEE Cat. No.04CH37521).

[23]  Ali H. Sayed,et al.  Mean-square performance of a family of affine projection algorithms , 2004, IEEE Transactions on Signal Processing.

[24]  Ali H. Sayed,et al.  Mean-square performance of data-reusing adaptive algorithms , 2005, IEEE Signal Processing Letters.

[25]  Ali H. Sayed,et al.  Fundamentals Of Adaptive Filtering , 2003 .

[26]  Ali H. Sayed,et al.  Time-domain feedback analysis of adaptive gradient algorithms via the small gain theorem , 1995, Optics & Photonics.

[27]  W. Grassman Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory (Harold J. Kushner) , 1986 .

[28]  Tareq Y. Al-Naffouri,et al.  Transient analysis of data-normalized adaptive filters , 2003, IEEE Trans. Signal Process..