A Stochastic Model for a Pseudo Affine Projection Algorithm

This paper presents a statistical analysis of a Pseudo Affine Projection (PAP) algorithm, obtained from the Affine Projection algorithm (AP) for a step size alpha < 1 and a scalar error signal in the weight update. Deterministic recursive equations are derived for the mean weight and for the mean square error (MSE) for a large number of adaptive taps N compared to the order P of the algorithm. Simulations are presented which show good to excellent agreement with the theory in the transient and steady states. The PAP learning behavior is of special interest in applications where tradeoffs are necessary between convergence speed and steady-state misadjustment.

[1]  A. A. Beex,et al.  Convergence behavior of affine projection algorithms , 2000, IEEE Trans. Signal Process..

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

[3]  Paulo Sergio Ramirez,et al.  Fundamentals of Adaptive Filtering , 2002 .

[4]  J. Bermudez,et al.  A stochastic model for a pseudo affine projection algorithm operating in a nonstationary environment , 2004, Conference Record of the Thirty-Eighth Asilomar Conference on Signals, Systems and Computers, 2004..

[5]  Pascal Scalart,et al.  Pseudo affine projection algorithm new solution for adaptive identication , 1999, EUROSPEECH.

[6]  J.C.M. Bermudez,et al.  A stochastic model for the convergence behavior of the affine projection algorithm for Gaussian inputs , 2003, 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03)..

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

[8]  A. A. Beex,et al.  Tracking analysis results for NLMS and APA , 2002, 2002 IEEE International Conference on Acoustics, Speech, and Signal Processing.

[9]  Odile Macchi,et al.  Tracking capability of the least mean square algorithm: Application to an asynchronous echo canceller , 1987, IEEE Trans. Acoust. Speech Signal Process..

[10]  Kazuhiko Ozeki,et al.  An adaptive filtering algorithm using an orthogonal projection to an affine subspace and its properties , 1984 .

[11]  F. Albu,et al.  The Gauss-Seidel pseudo affine projection algorithm and its application for echo cancellation , 2003, The Thrity-Seventh Asilomar Conference on Signals, Systems & Computers, 2003.

[12]  V. Umapathi Reddy,et al.  Fixed point error analysis of the normalized ladder algorithm , 1982, ICASSP.

[13]  Sérgio J. M. de Almeida,et al.  A statistical analysis of the affine projection algorithm for unity step size and autoregressive inputs , 2005, IEEE Transactions on Circuits and Systems I: Regular Papers.