A stochastic model for a pseudo affine projection algorithm operating in a nonstationary environment

Conference Record - Asilomar Conference on Signals, Systems and Computers

Volumn 1, Issue , 2004, Pages 246-250

  De Almeida, Sérgio J M ^a   Bershad, Neil J ^b   Bermudez, José C M ^c  

^a CATHOLIC UNIVERSITY OF PELOTAS   (Brazil)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c FEDERAL UNIVERSITY OF SANTA CATARINA   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE FILTERING; ADAPTIVE SYSTEMS; COMPUTER SIMULATION; ERROR ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; RANDOM PROCESSES; STATISTICAL METHODS; VECTORS;

COVARIANCE MATRIX; MEAN SQUARE ERROR (MSE); PSEUDO AFFINE PROJECTION (PAP) ALGORITHM; TIME-VARYING ADAPTIVE FILTERS;

ALGORITHMS;

EID: 21644460193     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

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2. M. Rupp, "A Family of Filter Algorithms with Decorrelating Properties," IEEE Trans. on Signal Processing, vol.46, No.3, pp.771-775, March 1998.
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4. S. J. M. Almeida, J. C. M. Bermudez, N. J. Bershad and M. H. Costa, "A Stochastic Model for the Convergence Behavior of the Affine Projection Algorithm for Gaussian Inputs," ICASSP -2003, April 2003. Hong Kong, China.
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7. S. Haykin, Adaptive Filter Theory fourth edition, Prentice-Hall, 2002.