In this paper stochastic aradient adaptive filters using the Sign or Sign-Sign Algorithm are analyzed based upon general assumptions on the reference signal, additive noise and particularly jointly distributed tap errors. A set of difference equations for calculating the convergence process of the mean and covariance of the tap errors is derived with integrals involving characteristic function and its derivative of the tap error distribution. Examples of echo canceller convergence with jointly Gaussian distributed tap errors show an excellent agreement between the empirical results and the theory.
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Shin'ichi KOIKE, "Derivation and Applications of Difference Equations for Adaptive Filters Based on a General Tap Error Distribution" in IEICE TRANSACTIONS on Fundamentals,
vol. E79-A, no. 12, pp. 2166-2175, December 1996, doi: .
Abstract: In this paper stochastic aradient adaptive filters using the Sign or Sign-Sign Algorithm are analyzed based upon general assumptions on the reference signal, additive noise and particularly jointly distributed tap errors. A set of difference equations for calculating the convergence process of the mean and covariance of the tap errors is derived with integrals involving characteristic function and its derivative of the tap error distribution. Examples of echo canceller convergence with jointly Gaussian distributed tap errors show an excellent agreement between the empirical results and the theory.
URL: https://globals.ieice.org/en_transactions/fundamentals/10.1587/e79-a_12_2166/_p
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@ARTICLE{e79-a_12_2166,
author={Shin'ichi KOIKE, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Derivation and Applications of Difference Equations for Adaptive Filters Based on a General Tap Error Distribution},
year={1996},
volume={E79-A},
number={12},
pages={2166-2175},
abstract={In this paper stochastic aradient adaptive filters using the Sign or Sign-Sign Algorithm are analyzed based upon general assumptions on the reference signal, additive noise and particularly jointly distributed tap errors. A set of difference equations for calculating the convergence process of the mean and covariance of the tap errors is derived with integrals involving characteristic function and its derivative of the tap error distribution. Examples of echo canceller convergence with jointly Gaussian distributed tap errors show an excellent agreement between the empirical results and the theory.},
keywords={},
doi={},
ISSN={},
month={December},}
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TY - JOUR
TI - Derivation and Applications of Difference Equations for Adaptive Filters Based on a General Tap Error Distribution
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2166
EP - 2175
AU - Shin'ichi KOIKE
PY - 1996
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E79-A
IS - 12
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - December 1996
AB - In this paper stochastic aradient adaptive filters using the Sign or Sign-Sign Algorithm are analyzed based upon general assumptions on the reference signal, additive noise and particularly jointly distributed tap errors. A set of difference equations for calculating the convergence process of the mean and covariance of the tap errors is derived with integrals involving characteristic function and its derivative of the tap error distribution. Examples of echo canceller convergence with jointly Gaussian distributed tap errors show an excellent agreement between the empirical results and the theory.
ER -