Accession Number:

ADA125130

Title:

Stochastic Convergence Properties of the Adaptive Gradient Lattice.

Descriptive Note:

Interim rept.,

Corporate Author:

PENNSYLVANIA STATE UNIV UNIVERSITY PARK APPLIED RESEARCH LAB

Personal Author(s):

Report Date:

1982-12-08

Pagination or Media Count:

32.0

Abstract:

A stochastic fixed-point theorem is used as a basis for the study of stochastic convergence properties in mean-squares sense of the adaptive gradient lattice filter. Such properties include conditions on the stepsize in the adaptive algorithm and analytic expressions for the misadjustment and convergence rate. Our results indicate that the limits on the stepsize are stricter than the ones obtained by considering convergence of the mean of the reflection coefficients and, therefore, only a slower convergence of the mean-square error can be obtained. It is shown that faster convergence is achieved for highly uncorrelated sequences low Sn ratio than for almost deterministic sequences high SN ratio. The misadjustment is shown to be exponentially dependent on the number of stages in the lattice and is higher for uncorrelated sequences than for almost deterministic sequences. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE