Statistical tracking behavior of affine projection algorithm for unity step size

Yongfeng Zhi, Yunyi Yang, Xi Zheng, Jun Zhang and Zhen Wang

Applied Mathematics and Computation, 2016, vol. 283, issue C, 22-28

Abstract: Since unity step size could guarantee the fastest convergence and more detailed analysis for the affine projection (AP) algorithm, a statistical tracking behavior of AP algorithm is discussed in this paper. Deterministic recursive equations are derived for the mean weight error and mean-square error. All the possible correlations between the adaptive filtering coefficients and the past measurement noise are considered as well.

Keywords: Affine projection algorithm; Tracking behavior; System identification; Step size (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:283:y:2016:i:c:p:22-28

DOI: 10.1016/j.amc.2016.02.003

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