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Adaptive Filters
book

Adaptive Filters

by Ali H. Sayed
April 2008
Intermediate
832 pages
26h 2m
English
Wiley-IEEE Press
Content preview from Adaptive Filters

Summary and Notes

The chapters in this part describe a procedure for evaluating the transient behavior of adaptive filters by relying on energy conservation arguments.

SUMMARY OF MAIN RESULTS

  1. Consider adaptive filters that are described by data-normalized stochastic difference equations of the form
    equation

    where g[.] is some positive-valued function of ui. The mean-square error (MSE) of any such filter is defined as the limiting value of E |e(i) |2,

    equation

    Likewise, the mean-square deviation (MSD) of the filter is defined as the limiting value of c37_img03.jpg.

    equation

    where c37_img05.jpg and is the unknown vector in the data model (22.1).

  2. For any such adaptive filter, and for any data {d(i), ui) and Hermitian nonnegative-definite weighting matrix Σ, the following weighted energy-conservation relation holds for all i:
    equation

    where c37_img07.jpg

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Publisher Resources

ISBN: 9780470253885