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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 51, NO. 3, MARCH 2003 653 Transient Analysis of Adaptive Filters
 

Summary: IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 51, NO. 3, MARCH 2003 653
Transient Analysis of Adaptive Filters
With Error Nonlinearities
Tareq Y. Al-Naffouri and Ali H. Sayed, Fellow, IEEE
Abstract--This paper develops a unified approach to the tran-
sient analysis of adaptive filters with error nonlinearities. In addi-
tion to deriving earlier results in a unified manner, the approach
also leads to new performance results without restricting the re-
gression data to being Gaussian or white. The framework is based
on energy-conservation arguments and avoids the need for explicit
recursions for the covariance matrix of the weight-error vector.
Index Terms--Adaptive filter, energy-conservation, error non-
linearity, feedback analysis, mean-square-error error, steady-state
analysis, transient analysis.
I. INTRODUCTION
THIS paper describes a unifying framework for the study of
the transient performance of adaptive filters that involve
error nonlinearities in their update equations (e.g., [1][3]). This
class of algorithms is among the most difficult to analyze, and
it is not uncommon to resort to different methods and assump-

  

Source: Al-Naffouri, Tareq Y. - Electrical Engineering Department, King Fahd University of Petroleum and Minerals
Sayed, Ali - Electrical Engineering Department, University of California at Los Angeles

 

Collections: Engineering