Attainable error bounds in multirate adaptive lossless FIR filters

We consider the problem of adaptively optimizing a two-channel lossless FIR filter bank, which finds application in subband coding or wavelet signal analysis. Instead of using a gradient descent procedure-with its inherent problem of possible convergence to local minima-we consider two eigenstructure algorithms. Both algorithms feature a priori bounds on the output error variance at any convergent point, and based on simulations lead to solutions that lie acceptably close to a global minimum point of an output error cost function.