A stochastic analysis of the Affine Projection algorithm for Gaussian Autoregressive inputs

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2001, Pages 3837-3840

  Bershad, N J ^a   Linebarger, D ^b   McLaughlin, S ^c  

^a University of California at Irvine   (United States)

^b The University of Texas at Dallas   (United States)

^c UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; REGRESSION ANALYSIS; WHITE NOISE;

AFFINE PROJECTION ALGORITHM; GAUSSIAN AUTOREGRESSIVE INPUT; NORMALIZED LEAST MEAN SQUARE;

ADAPTIVE ALGORITHMS;

EID: 0034841998     PISSN: 15206149     EISSN: None     Source Type: Journal    
DOI: 10.1109/ICASSP.2001.940680     Document Type: Article

References (7)

1. An adaptive filtering algorithm using orthogonal projection to an affine subspace and its properties
2. Under-determined growing and sliding covariance fast transversal filter RLS algorithms
3. A family of adaptive filter algorithms with decorrelating properties
4. Convergence behavior of the affine projection algorithm
5. On the convergence behavior of the LMS and the normalized LMS algorithms
6. Analysis of the normalized LMS algorithm with Gaussian inputs